How to insert zeros in a data returns

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I have a data with two variables: dates and returns. These two variables don't include the festivities, i'd like to insert zeros in the returns in those days. Is there anyone who can help me?
  12 Comments
Lbuni
Lbuni on 5 Jun 2019
It works! I really appreciated your help, good job.

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Accepted Answer

Adam Danz
Adam Danz on 5 Jun 2019
Edited: Adam Danz on 5 Jun 2019
For r2016b or later
Assuming your dates are a cell array of strings in the format you described in the comments under your question, you can put your data into a timetable, then use retime() to fill in the missing dates.
Dates = {'2013-11-01', '2013-11-02', '2013-11-05', '2013-11-06'};
Returns = [1.05, 1.03, 1.05, 1.03];
% Convert dates to datetime
t = datetime(Dates,'InputFormat','yyyy-MM-dd');
% put dates and data into timetable
tt = timetable(t',Returns','VariableName',{'Returns'});
% expand your time table to include all missing days; fill missing Returns with 0
ttFill = retime(tt,'daily','fillwithconstant','Constant',0);
% Extract the vector (if you must)
Finalreturnmatrix = ttFill.Returns;
Results
ttFill =
6×1 timetable
Time Returns
___________ _______
01-Nov-2013 1.05
02-Nov-2013 1.03
03-Nov-2013 0
04-Nov-2013 0
05-Nov-2013 1.05
06-Nov-2013 1.03
>> Finalreturnmatrix
Finalreturnmatrix =
1.05
1.03
0
0
1.05
1.03
Lower level version (for earlier releases)
'allReturns' is the vector you're looking for. This approach doesn't rely on datetime, timetables, etc.
Dates = {'2013-11-01', '2013-11-02', '2013-11-05', '2013-11-06'};
Returns = [1.05, 1.03, 1.05, 1.03];
alldates = datestr(datenum(Dates{1},'yyyy-mm-dd') : 1 : datenum(Dates{end},'yyyy-mm-dd'),'yyyy-mm-dd');
allReturns = zeros(size(alldates,1),1);
allReturns(ismember(alldates,Dates)) = Returns;

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