Union WITH repetitions - indices for both

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How can this be achieved? I am trying to index trading days and calendar days so I can match the two together. Here is my code:
tradeDates=tradeDates(:,1); % grab trading days
calDays=datetime([2008,08,25])+caldays(0:2522)'; % grab calendar days
calDays=yyyymmdd(calDays); % convert to yyymmdd format
[C,ia,ib]=union(tradeDates,calDays); % set union of arrays
Thank you.

回答(1 个)

Walter Roberson
Walter Roberson 2015-7-30
C = union(tradeDates,calDays);
[tf, idxtrade] = ismember(C, tradeDates);
[tf, idxcal] = ismember(calDays, C);
  2 个评论
Cary
Cary 2015-7-30
Thanks, I see that your code advice makes the tradeDates vector the same length as the calDays vector, but how do I generate an index for it? I am having a lot of trouble with this.
Walter Roberson
Walter Roberson 2015-7-30
Sorry I was inconsistent there as I was trying both ways and forgot to edit properly.
C = union(tradeDates,calDays);
[tf, idxtrade] = ismember(tradeDates, C);
[tf, idxcal] = ismember(calDays, C);
idxtrade(K) will be the index of tradeDates(K) within the union C, and idxcal(L) will be the index of calDays(L) within C.
I found it ambiguous as to what you wanted the result to be, the index of what into which?

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