Thanks Henrique for this mail. It works fine. However I need one more modification. When number of column is 1 then some error is coming : > library(zoo) > date.data = seq(as.Date("01/01/01", format = "%m/%d/%y"),as.Date("06/25/02", > format = "%m/%d/%y"), by = 1) > len = length(date.data) > data1 = zoo(matrix(rnorm(len), nrow = len), date.data ) > head(data1) 2001-01-01 -1.5128990 2001-01-02 -0.2939971 2001-01-03 1.6387866 2001-01-04 -0.8107857 2001-01-05 0.7966224 2001-01-06 0.6007594 > > lapply(split(data1, format(index(data1), "%m")), cov) Error in FUN(X[[1L]], ...) : supply both 'x' and 'y' or a matrix-like 'x'
However I tried with an 'ifelse' condition : > lapply(split(data1, format(index(data1), "%m")), ifelse(dim(data1)[1] > 1, cov, var)) Still I am getting error. What to do? Henrique Dallazuanna <[EMAIL PROTECTED]> wrote: Perhaps something like this: lapply(split(data1, format(index(data1), "%m")), cov) On 27/02/2008, Megh Dal wrote: > let create a 'zoo' object : > > library(zoo) > date.data = seq(as.Date("01/01/01", format = "%m/%d/%y"), as.Date("06/25/02", > format = "%m/%d/%y"), by = 1) > len = length(date.data) > data1 = zoo(matrix(rnorm(2*len), nrow = len), date.data ) > head(data1) > > Now I want to create an 3 dimensional array (suppose name " var.cov") where, > var.cov[,,i] gives the Variance-covariance matrix for i-th month of data1. > That is I want to calculate monthly variance-covariance matrix on > non-overlapping rolling window basis. > > Any suggestion? > > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. > -- Henrique Dallazuanna Curitiba-Paraná-Brasil 25° 25' 40" S 49° 16' 22" O --------------------------------- [[alternative HTML version deleted]]
______________________________________________ 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.