Try:
which( !is.na(p), arr.ind=TRUE)
Which I think is just as informative and probably more useful than the output you specified, But if you really wanted the list version, then this could be used:
> apply(p, 1, function(x) which(!is.na(x)) )
[[1]]
[1] 2 3
[[2]]
[1] 4 7
[[3]]
integer(0)
[[4]]
[1] 5
[[5]]
integer(0)
Or even with smushing together with paste:
lapply(apply(p, 1, function(x) which(!is.na(x)) ) , paste, collapse=", ")
The output from which function the suggested method delivers the row and column of non-zero (TRUE) locations of logical tests:
> which( !is.na(p), arr.ind=TRUE)
row col
[1,] 1 2
[2,] 1 3
[3,] 2 4
[4,] 4 5
[5,] 2 7
Without the arr.ind parameter set to non-default TRUE, you only get the "vector location" determined using the column major ordering the R has as its convention. R-matrices are just "folded vectors".
> which( !is.na(p) )
[1] 6 11 17 24 32