tchakravarty

dtX = data.table(idx1 = rep(1:3, 100), 
           idx2 = sample(1:4, size = 10, replace = TRUE, prob = rep(0.25, 4)),
           v1 = rnorm(10),
           v2 = rnorm(10),
           v3 = rnorm(10),
           x1 = LETTERS[1:10])

dtXAgg = dtX[, j = lapply(.SD, mean),
    by = list(idx1, idx2),
    .SDcols = grep("^v", names(dtX), value = TRUE)]