# Matlab counting syntax problem

• Oct 22nd 2009, 02:54 AM
jalko
Matlab counting syntax problem
Hi there,

I'm new to Matlab language and I need some help to complete one script. It's about computing continuous compounded returns from data as:

Code:

```function z=brm(x) [n,m]=size(x); c=m-1; for l=0:c     for k=l+1:m-1         z((l+1),k)=log(x(m-l))-log(x(m-k))     end end```
My problem is that i need to constrain it to compute returns only within selected period of time. I have dada matrix arranged as(Date format=d.m):
Code:

```Date, Time, Value 1.1, 1430, 1 1.1, 1431, 2 1.1, 1432, 5 ... 1.1, 2259, 3 2.1, 1430, 8 2.1, 1431, 4 ...```
I do not know how to set condition such will constrain it to prevent compute returns from lag higher than highest possible remaining lag within current day.

Can someone help and show me way?

Tom.
• Oct 22nd 2009, 10:30 PM
elbarto
Try "datenum". In the example below I assumed your date data was a string and all from the same year (2009).

Code:

```mydate = '8.5';%8th of May A = regexp('8.5','\.','split');%spit string D = [str2num(A{2}) str2num(A{1}) 2009];%[month  day  year] sD = datenum(D);%convert to serial date number %test with date serial sD < datenum([5 9 2009])%before 9th of May sD > datenum([5 7 2009])%after 7th of May```
Code:

```ans =     1 ans =     1 EDU>>```
Regards Elbarto
• Oct 23rd 2009, 12:02 AM
jalko
Thanks for help and example mate. That function should do the work.
• Oct 23rd 2009, 05:25 AM
elbarto