for(i in seq_along(mins)){<br>
      ind.day&lt;-substr(index(rtn[[i]]),1,10)<br>
      rv[,i]&lt;-aggregate(rtn[[i]],ind.day,sumsq)<br>
      ind.time&lt;-substr(index(rtn[[i]]),12,19)<br>
      lambda&lt;-aggregate(rtn[[i]],ind.time,sumsq)/sum(rtn[[i]]^2)<br>
      ind.time&lt;-index(lambda)[lambda!=0]<br>
      ind&lt;-substr(index(rtn[[i]]),12,19) %in% ind.time<br>
      rtn.f&lt;-rtn[[i]][ind]<br>
      ind.day&lt;-substr(index(rtn.f),1,10)<br>
      N<-length(ind.time)<br>
     lambda&lt;-as.numeric(lambda)[lambda!=0]<br>
      weight&lt;-1/(N*lambda)<br>
      weight&lt;-weight/sun(weight)*N<br>
      wrv[,i]&lt;-aggregate(rtn.f,ind.day,wsumsq,w=weight)<br>
}
