How can i fill intermediate dates?

Fernando Galdames Paredes

2014 6 5

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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 2014-6-5

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Use the interp1 function.

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.