Convert existing Cov Matrix to block diagonal
Channel: Peter Schneider
Date: 2023-03-23

Convert existing Cov Matrix to block diagonal
I hope you found a solution that worked for you :)
 The Content (except music & images) is licensed under (https://meta.stackexchange.com/help/licensing)CC BY-SA  |
Thanks to all those great people for their contributions!

 (stackoverflow.com/users/3398324/tartaglia)Tartaglia |
 (stackoverflow.com/users/6574038/jay-sf)jay.sf |
 (stackoverflow.com/collectives/r-language) |
 (stackoverflow.com/users/8245406/rui-barradas)Rui Barradas |
 (stackoverflow.com/users/14282714/quinten)Quinten |
 (stackoverflow.com/users/12158757/thomasiscoding)ThomasIsCoding |
 A special thanks goes out to the (https://stackoverflow.com/questions/75770840/convert-existing-cov-matrix-to-block-diagonal)Stackexchange community |
 
 I wish you all a wonderful day! Stay safe :)
 
  matrix r