Time series of covariance matrices

[tschm]

I wonder whether you could expose the entire time series of covariance matrices in the function

.ewmaCov <- function(rets, lambda)

This could be an xts object?

In a typical back test for an equity strategy I would use at time t the covariance matrix available using data only available at to time t. Hence I operate with a sequence of covariance matrices.

Many thanks