[R] Repeated analysis over groups / Splitting by group variable

[Ralf B]

I am performing some analysis over a large data frame and would like
to conduct repeated analysis over grouped-up subsets. How can I do
that?

Here some example code for clarification:

require("flexmix")	# for Kullback-Leibler divergence
n <- 23
groups <- c(1,2,3)
mydata <- data.frame(
	sequence=c(1:n),
	data1=c(rnorm(n)),
	data2=c(rnorm(n)),
	group=rep(sample(groups, n, replace=TRUE))
)
# Part 1: full stats (works fine)
dataOnly <- cbind(mydata$data1, mydata$data2, mydata$group)
KLdiv(dataOnly)

#
# Part 2: again - but once for each group (error)
#
by(dataOnly, groups, KLdiv(dataOnly))

The error I am getting is: Error in tapply(1L:23L, list(INDICES = c(1,
2, 3)), function (x)  :
  arguments must have same length

Are there better ways than 'by' ? I would like to use different stats
and functions and therefore I am looking for a splitter whose output I
can hand to any statical function I want.

Any ideas?

Ralf