[R] R-help google group
v-nijs at kellogg.northwestern.edu
Mon Dec 3 22:21:15 CET 2007
I made a google group archive of current and future R-help posts at
If you are signed-up for the R-help mailing list with a gmail account you
can reply to posts through the google group pages. Note that this is not a
separate mailing-list, just a copy of the original. Only posts after
December 3rd 2007 will be available.
I assume there are no objections to this. In case I am wrong please let me
On 12/3/07 3:02 PM, "Rick DeShon" <deshon at msu.edu> wrote:
> 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
> 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)
> What's an efficient way to compute the average covariance matrix over
> the list members in "lcov"?
> Thanks in advance,
> Rick DeShon
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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