Question

I have an interesting problem that involves taking the last day from a matrix and finding its last month day. Eg, if the date today is Oct-10-2011, you try to search for Sep-10-2011 or the first day < Sep-10-2011 in the matrix.

Matrix has multiple IDs and last trading dates may not be the same.
Vectorized solution is desired. Thanks!

mat = [
 1000 734507 11 ; 1000 734508 12 ; 1000 734509 13 ; 
 2001 734507 21 ; 2001 734508 22 ; 2001 734513 23 ; 2001 734516 25 ;
 1000 734536 14 ; 1000 734537 15 ; 1000 734538 16 ; 
 2001 734536 26 ; 2001 734537 27 ; 2001 734544 28 ; 2001 734545 29;2001 734546 30
];

% datestr(mat(:,2))
[~,m,~] = unique(mat(:,1), 'rows', 'last') ;
lastDay = mat(m,;) ;

Tried using addtodate to get last-month-date here but it fails (more than 1 row)

Once I get the last-dates for each ID, I need to get the exact_day_lastmonth. After this, I need to get data on this day OR the day nearest to it (should be < exact_day_lastmonth).

Answer:

current_lastdays = [1000 734538 16 ;  2001 734546 30] ; % 4-Feb-2011, 12-Feb-2011
matching_lastmon = [1000 734507 11 ;  2001 734513 23] ; % 4-Jan-2011, 10-Jan-2011

Answer 1

Unless you want to risk rather large arrays with complicated indexing, I think a loop is the way to go.

mat = [ 1000 734507 11 ; 1000 734508 12 ; 1000 734509 13 ; 
        2001 734507 21 ; 2001 734508 22 ; 2001 734513 23 ; 2001 734516 25 ;
        1000 734536 14 ; 1000 734537 15 ; 1000 734538 16 ; 
2001 734536 26 ; 2001 734537 27 ; 2001 734544 28 ;2001 734545 29;2001 734546 30];

%# datestr(mat(:,2))
[~,m,~] = unique(mat(:,1), 'rows', 'last') ;
lastDay = mat(m,;) ;

matching_lastmon = lastDay; %# initialize matching_lastmon
oneMonthBefore = datenum(bsxfun(@minus,datevec(lastDay(:,2)),[0,1,0,0,0,0]));

for iDay = 1:size(lastDay,1)
    %# the following assumes that the array `mat` is sorted within each ID (or globally sorted by date)

    idx = find(mat(:,1)==lastDay(iDay,1) & mat(:,2) <= oneMothBefore(iDay),1,'last')

    if isempty(idx)
        matching_lastmon(iDay,2:3) = NaN;
    else
        matching_lastmon(iDay,:) = mat(idx,:);
    end


end