[R] 3 dimensional matrix??

[Jonathan Baron]

Q: Perhaps this is obvious...but is there anyway to create a matrix
like object with has more than 2 dimensions.  I want to estimate
a bunch of var/cov matrices inside an index loop.  It would be
more computationally efficient to do this in C...but R makes many
of the operations inside the loop really easy!  Thanks.

-- 

A: Look at array().  I'm not sure I understand, but you might be
able to use the index for one of the array's dimensions, and the
two other dimensions for each matrix.  Arrays can have more than
3 dimensions.

Jon Baron

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