New function to find missing dates in a sequence of dates

[wilsonfreitas]

For a given calendar we have bizseq to generate a sequence of dates that are all business days.
Suppose you are given a sequence of dates and have to find out if this sequence has missing dates according some calendar.

dates = as.Date(dates$data_ref)
df_anbima = data.frame(dates = dates, source = "anbima")
rng_dates = range(dates)
biz_dates = bizseq(rng_dates[1], rng_dates[2], "Brazil/ANBIMA")
df_biz = data.frame(dates = biz_dates, source = "biz")
df_final = merge(df_biz, df_anbima, by = "dates", all.x = TRUE)
df_final$dates[is.na(df_final$source.y)]

[wilsonfreitas]

This might be a good name.

missing.bizdays(seq, cal)