Calculating combinations of dates

Dear all,

I have the following cell vector of dates

jji= '23/11/08'

 '28/12/08'

 '25/01/09'

that corresponds to the cell vector of values

values

 [0.5637]

 [0.6034]

 [0.5943]

 [0.4567 ]

and I want to create the following new vector of values

 (23*0.5637+7*0.6034)/30

(28*0.6034+3*0.5943)/31

(25*5943+6*0.4567)/31

 where in the first row  of this vector the numerator  (23*0.5637+7*0.6034) is the sum of two products.
In the first product which is 23*0.5637 the number 23 is actually the first two digits from '23/11/08' 
In the second product which is 7*0.6034 the number 7 is actually the distance in days between '23/11/08' and the end date of that month, that is the difference
 '23/11/08-30/11/08

The denominator in the first row (30) is the total number of days for month November 2008

Similar analysis holds for the rest of the rows.

In my case I have a huge vector of dates and values. is there any way to construct the new vector of values?

My proposal is this:

jji={ '23/11/08'

 '28/12/08'

 '25/01/09'

};

values ={

 0.5637

 0.6034

 0.5943

 0.4567 };

for i = 1:length(jji)

   jjii{i,1} = jji{i,1}(1:2);
end

that produces

jjii =

    '23'
    '28'
    '25'

TO find the end dates of each month i use

[Y, M] = datevec(jji,'dd/mm/yy'); enddates = datestr(datenum(Y,M+1,1)-1,'dd/mm/yy')

and I obtain

30/11/08 31/12/08 31/01/09

but then I need to calculate the differences between the jji and "endndates"

Any suggestions?

thank you

[antonet]

I think I found how to calculate this difference

datenum(enddates,'dd/mm/yy') - datenum(jji,'dd/mm/yy')

But is there a better approach?

THanks

Answer 1

[Andrei Bobrov]

EDIT

[Y M D] = datevec(jji,'dd/mm/yyyy');
ED = eomday(Y, M);
v = cell2mat(values);
n = numel(v);
out = sum([D, ED-D].*v(hankel(1:n-1,n+[-1 0])),2)./ED;

[antonet]

Thanks andrei very much

I did as you said

jji={ '23/11/08'

    '28/12/08' 

    '25/01/09'};

values ={

 0.5637

 0.6034

 0.5943

 0.4567 };

[Y M D] = datevec(jji,'dd/mm/yyyy');

ED = eomday(Y, M);

n = numel(values);

out = sum([D, ED-D].*values(hankel(1:n-1,n+[-1 0])),2)./ED;

but I get the warning

Undefined function or method 'times' for input arguments of type 'cell'.

Do I need to install any function?

thanks

[antonet]

I did a small change and it seems to be ok now

clear all clc

jji={ '23/11/08'

    '28/12/08' 

    '25/01/09'};

values ={

 0.5637

 0.6034

 0.5943

 0.4567 };

[Y M D] = datevec(jji,'dd/mm/yyyy');

ED = eomday(Y, M);

n = numel(values);

 awe=cell2mat(values(hankel(1:n-1,n+[-1 0])))

 out = sum([D, ED-D].*awe,2)./ED;

 could you please verify that my correction is correct?

thanks

[antonet]

In any case, I have to admit that you are really good in Matlab programing!

[Andrei Bobrov]

Sorry! I am use values as double array:

values =[0.5637
 0.6034
 0.5943
 0.4567];

See EDIT

[antonet]

Thanks Andrei.

I would like to ask what numel does in : n= numel(values);

Could we alternative have

kk=size(values);

n=kk(1,1);

thank you