I take a similar approach by storing my vcv's in a list w/ the date
stored as a character vector "%y-%m-%d" as the list names. That way
you can easily grab the vcv you need by casting your date to a string
and using it to index the list.
not sure if that will work for you.
hth,
Whit
On Tue, De
The old fashioned solution is to have the N x N x T
array and use character strings of the dates as the
dimnames on the third dimension.
Is there something you think you need to do that is
hard with such a setup?
Patrick Burns
patr...@burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
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