Hi, I have a series of return data, a and b are factors. I would like to
build a matrix which contains each vector of "returns". I am thinking about
something as following, but I guess there should be a sensible way of doing
this. 

returns <- split(return, list(regimef, assetf))
cbind(returns[[1]], returns[[2]],...,returns[[n]])

Could anyone give me some advice? Many thanks.
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