How can i fill intermediate dates?
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Fernando Galdames Paredes
il 5 Giu 2014
Commentato: Star Strider
il 5 Giu 2014
Hi
I have a matrix with dates and prices.(Nx2) I know there is a function that can create a new matrix that fills all the dates missing in the matrix using the last price available.
For example:
('05-20-2014' 800 ;'05-24-2014' 850) => ('05-20-2014' 800;'05-21-2014' 800 ;'05-22-2014' 800;'05-23-2014' 800;'05-24-2014' 850)
Best Regards
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Star Strider
il 5 Giu 2014
First, convert your date to date numbers with the datenum function. It gives days and decimal fractions-of-days, so you only need to specify integer date ranges for interpolation.
The interp1 function will interpolate all the columns in every row of your matrix you want to interpolate.
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