Loop a calculation with subsets of data in R

Question

I have a data frame of daily data like following:

  Date        bhpau_o bhpau_c_1d  bhpau_l  bbl_o bbl_c_1d  bbl_l    blt_o blt_c_1d
  2007-01-01 19.89669   19.93834 19.94399 18.585   18.585 18.600 18.28723 18.39005
  2007-01-02 20.17571   19.94399 20.32699 18.585   18.585 18.600 18.59225 18.28723
  2007-01-03 20.42895   20.32699 20.15213 18.510   18.600 18.080 18.62441 18.98699
  2007-01-04 19.45845   20.15213 19.15969 17.525   18.080 17.450 17.75146 18.19537
  2007-01-05 18.79020   19.15969 18.82920 17.445   17.450 17.275 17.26992 17.49870
  2007-01-08 18.67068   18.82920 18.63943 17.380   17.275 17.355 17.09140 17.05766
  2007-01-09 18.78240   18.63943 19.26600 17.405   17.355 17.540 17.50670 17.23673
  2007-01-10 18.80098   19.26600 18.65337 17.350   17.540 17.500 17.08860 17.22542
  2007-01-11 19.06616   18.65337 19.23807 17.830   17.500 18.200 17.58981 17.13693
  2007-01-12 19.62668   19.23807 19.66585 17.950   18.200 18.330 18.12275 18.08571
  2007-01-15 19.74896   19.66585 19.79600 17.950   18.200 18.330 18.26427 18.06403

What I wish to do is apply calculation on subsets of a dataset. Specifically, I wish to do the following calculation:

Compute the absolute value of daily overnight return of bbl (bbl_l-bbl_o)
Compute the sum of such absolute values(obtained in step 1) with a 10-day period
Compute the weights of each overnight return
Compute the overnight return of bhpau (bhpau_l-bhpau_o) then divided by the overnight return of bbl(non-absolute value obtained in step 1)
Multiple the weights(obtained from step 3) by the value from step 4
Sum up every 10 days' products(from step 5)

The code I used to calculate WPC is as shown below. However, they are only for calculating a pooled WPC.

##calculating WPC
WF1 = abs(data$bbl_l-data$bbl_o)/sum(abs(data$bbl_l-data$bbl_o)) 
CON1 = (data$bhpau_o-data$bhpau_c_1d)/(data$bbl_l-data$bbl_o)
WPC1 = sum(WF1*CON1)

How can I loop the function and get WPCs for every 10 days? I tried rollapply but it ended up with error message. Any help will be appreciated.

Reproducible example please.You can use lapply to put the datasets in lists and use lapply to de the regression as well. — Jonas Tundo, Aug 19 '13 at 11:27
I have edit the code with a simply example. Could you please explain a bit more about how to use lapply to loop the regression? Thank you. — cactussss, Aug 22 '13 at 12:43
This is not reproducible. Provide at least a part of your data. See http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example — Jonas Tundo, Aug 22 '13 at 13:46

Loop a calculation with subsets of data in R

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