generating monthly date series

Anyone has a way of generating a monthly series (say 1Feb2011 to 1Nov2015) without having to use a loop?

One could imagine a function like linspace:

dateseries(startdate,enddate,frequency)

e.g.

    t = dateseries('1Feb2011','1Nov2015','monthly')

It's fairly easy to go via a datevec, but I think that there is a need for such a functionality.

The function should return a vector of datenums.

Kind regards, A. Damslora

[André Damslora]

One illustrating function:

function m = fillmonthly(d0,d1)

dv_start = datevec(d0);

dv_end = datevec(d1);

tmp = (1:[dv_end-dv_start]*[12 1 0 0 0 0]')'-1;

u = ones(size(tmp));

m = datenum([dv_start(1)*u, dv_start(2)+tmp, u*[1 0 0 0]]);

Call example:

datestr(fillmonthly('1nov2012','1feb2014'),'ddmmmyy')

Answer 1

[Andrei Bobrov]

use Financial Toolbox

doc datemnth
doc months

COD:

dated = {'01-Feb-2011','01-Nov-2015'};
t = datemnth(dated{1}, (0: months(dated{:}))')

more variant without Financial Toolbox

v = datevec({'01-Feb-2011','01-Nov-2015'}); 
out = datenum(cumsum([v(1,1:3);ones(diff(v(:,1:3))*[12 1 0 ]',1)*[0 1 0 ]]));

[André Damslora]

..OK, Thanks :)

I suspected they had to add it in FTB as most financial packages have it. But honestly these are so simple routines that I think Mathworks could make them available in the basic module.

I don't see any gains for Mathworks by hiding this in a toolbox - it only annoys the customers who have to make their own versions.