Hi All. I would like to compute a separate covariance matrix for a set of variables for each of the levels of a factor and then compute the average covariance matrix over the factor levels. I can loop through this computation but I need to perform the calculation for a large number of levels and am looking for something more elegant. To be concrete....
u <- 3 n <- 10 x <- rnorm((id*u)) y <- rnorm((id*u)) z <- rnorm((id*u)) id <- gl(u,n) df <- data.frame(id,x,y,z) df.s <- split(xxx,id) lcov <- lapply(df.s,cov) lcov What's an efficient way to compute the average covariance matrix over the list members in "lcov"? Thanks in advance, Rick DeShon ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
