RTransProb (version 0.1.0)

cfdates: Create Date Squence

Description

This function takes two dates and returns a sequence of dates using the interval.

Usage

cfdates(sdates,edates,snapshots)

Arguments

sdates

start date in Matlab datenum format.

edates

end date in Matlab datenum format.

snapshots

Integer indicating the number of credit-rating snapshots per year to be considered for the estimation. Valid values are 1, 4, 12, 54, and 356. For example, 1 = one snapshot per year

Value

a list containing a date sequence.

Examples

# NOT RUN {
# Convert a date string to Matlab datenum format.
sdates <-  POSIXTomatlab(as.POSIXlt(as.Date("2000-01-01")))
edates <-  POSIXTomatlab(as.POSIXlt(as.Date("2002-01-01")))

cfdates(sdates, edates, 1)


# }