I have a covariance function type of two lags: h1 and h2. I am trying to avoid for loops to create the covariance function matrix.
When I type cov1 it does not give me a matrix. Just a vector if I type for example `covmatrix(h1=1:5,h2=1:5)`

. How can I obtain for example the whole 5 by 5 matrix.

I tried all apply functions, and the new vectorize function (with lower case v)

R code:

```
x=arima.sim(n = 100 , list(ar = .5))
cov=function(h1,h2){
(1/n)*sum((x[1:(n-h1-h2)]-mean(x))*(x[(1+h1):(n-h2)]-mean(x))*(x[(1+h1+h2):n]-mean(x)))
}
covmatrix=Vectorize(cov)
```

A simple double-

`apply`

should get you what you are looking for. Note how the return value of the vectorized function is equal to the diagonal of the covmatrix.