This function is a constructor for the pdBlocked class,
  representing a positive-definite block-diagonal matrix. Each
  block-diagonal element of the underlying  matrix is itself a
  positive-definite matrix and is represented internally as an
  individual pdMat object. When value is
  numeric(0), a list of uninitialized pdMat objects, a
  list of one-sided formulas, or a list of vectors 
  of character strings,  object is returned
  as an uninitialized pdBlocked object (with just some of its
  attributes and its class defined) and needs to have its coefficients
  assigned later, generally using the coef or matrix replacement
  functions. If value is a list of  initialized pdMat
  objects, object will be constructed from the list obtained by
  applying as.matrix to each of the pdMat elements of
  value. Finally, if value is a list of numeric vectors,
  they are assumed to represent the unrestricted coefficients
  of the block-diagonal elements of the  underlying positive-definite
  matrix.
pdBlocked(value, form, nam, data, pdClass)an optional list with elements to be used as the
   value argument to other pdMat constructors. These
   include: pdMat objects, positive-definite
   matrices, one-sided linear formulas, vectors of character strings, or
   numeric vectors. All elements in the list must be similar (e.g. all
   one-sided formulas, or all numeric vectors). Defaults to
   numeric(0), corresponding to an uninitialized object.
an optional list of one-sided linear formulas specifying the
   row/column names for the block-diagonal elements of the matrix
   represented by object. Because factors may be present in
   form, the formulas needs to be evaluated on a data.frame to
   resolve the names they define. This argument is ignored when
   value is a list of one-sided formulas. Defaults to NULL.
an optional list of vector of character strings specifying the
   row/column names for the block-diagonal elements of the matrix
   represented by object. Each of its components must have  
   length equal to the dimension of the corresponding block-diagonal
   element and unreplicated elements. This argument is ignored when 
   value is a list of vector of character strings. Defaults to 
   NULL.
an optional data frame in which to evaluate the variables
   named in value and form. It is used to
   obtain the levels for factors, which affect the
   dimensions and the row/column names of the underlying matrix. If
   NULL, no attempt is made to obtain information on any
   factors appearing in the formulas. Defaults to the parent
   frame from which the function was called.
an optional vector of character strings naming the
   pdMat classes to be assigned to the individual blocks in the
   underlying matrix. If a single class is specified, it is used for all
   block-diagonal elements. This argument will only be used when
   value is missing, or its elements are not pdMat
   objects. Defaults to "pdSymm".
a pdBlocked object representing a positive-definite
  block-diagonal matrix, also inheriting from class pdMat.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer, esp. p. 162.
# NOT RUN {
pd1 <- pdBlocked(list(diag(1:2), diag(c(0.1, 0.2, 0.3))),
                 nam = list(c("A","B"), c("a1", "a2", "a3")))
pd1
# }
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