Dear all,

I have a list of correlation coefficient matrixes. Each matrix represents one date.
For example

A[[1]]

                A             B             C
A             1              0.2          0.3
B             0.2          1              0.4
C             0.3          0.4          1

A[[2]]

                A             B             C
A             1              0.5          0.6
B             0.5          1              0.7
C             0.6          0.7          1

....

A[[n]]

I would like to calculate the mean of correlation coefficient from the whole time series, i.e.

Average cor(A,B) = (A[[1]][2,1] + A[[2]] [2,1] + ... + A[[n]] [2,1])/n
Average cor(A,C) = (A[[1]][3,1] + A[[2]] [3,1] + ... + A[[n]] [3,1])/n
Average cor(B,C) = (A[[1]][3,2] + A[[2]] [3,2] + ... + A[[n]] [3,2])/n

Please note that some cells are NA; so I need to remove them when calculating average.

How could I get this efficiently? Thank you


Best Regards,
Suphajak Ngamlak
Equity and Derivatives Trading
Phatra Securities Public Company Limited
Tel: (66)2-305-9179
Email: suphajak@phatrasecurities.com


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