Extract several vector from panel data (Calculate Value at Risk)

[Shun Otani]

Dear All,

I would like to caluculate Value at Risk on each banks on each time.
I already finished to calculate "Expected Return Vector" and "Variance-Covariance Matrix" on each time useing "mvport" function maded by Alberto Dorantes.

But I cannot make "Portfolio Vector" each banks on each time from my panel data.

Panel Date like below.

Time	Bank	Equity	Bond	Deposit&Cash
2010	A Bank	0.2	0.5	0.3
2011	A Bank	0.1	0.6	0.3
2012	A Bank	0.1	0.5	0.4
:	:	:	:	:
2010	B Bank	0.3	0.4	0.3
2011	B Bank	0.4	0.5	0.1
:	:	:	:	:
:	:	:	:	:

I want to extract several Portfolio Vector(1*3) on each time and each bank from panel data.
I tried it useing "mkmat" function with "if" or "by()", but failed.

My purpose is to add Value at Risk on my panel date as below using "Expected return vector" and "Variance-Covariance Matrix" caluclated sepalately.
How I can do it?
Please advice me if you have good idea.

Time	Bank	Equity	Bond	Deposit&Cash	Value at Risk
2010	A Bank	0.2	0.5	0.3	XXX
2011	A Bank	0.1	0.6	0.3	YYY
2012	A Bank	0.1	0.5	0.4	ZZZ
:	:	:	:	:	:
2010	B Bank	0.3	0.4	0.3	AAA
2011	B Bank	0.4	0.5	0.1	BBB
:	:	:	:	:	:
:	:	:	:	:	:

Regards
Shun Otani