如何使用data.table执行日期范围的连接？

Question

如何使用data.table执行以下(直接使用sqldf)并得到完全相同的结果:

library(data.table)

whatWasMeasured <- data.table(start=as.POSIXct(seq(1, 1000, 100),
    origin="1970-01-01 00:00:00"),
    end=as.POSIXct(seq(10, 1000, 100), origin="1970-01-01 00:00:00"),
    x=1:10,
    y=letters[1:10])

measurments <- data.table(time=as.POSIXct(seq(1, 2000, 1),
    origin="1970-01-01 00:00:00"),
    temp=runif(2000, 10, 100))

## Alternative short names for data.tables
dt1 <- whatWasMeasured
dt2 <- measurments

## Straightforward with sqldf    
library(sqldf)

sqldf("select * from measurments m, whatWasMeasured wwm
where m.time between wwm.start and wwm.end")

Answer 1

您可以使用foverlaps()有效地实现间隔连接的函数.在您的情况下,我们只需要一个虚拟列measurments.

注1:您应该安装data.table的开发版本 - v1.9.5因为foverlaps()已经修复了一个bug .您可以在此处找到安装说明.

注2:为方便起见,我会在这里打电话whatWasMeasured= dt1和measurments= dt2.

require(data.table) ## 1.9.5+
dt2[, dummy := time]

setkey(dt1, start, end)
ans = foverlaps(dt2, dt1, by.x=c("time", "dummy"), nomatch=0L)[, dummy := NULL]

有关?foverlaps详细信息,请参阅此帖子以进行性能比较.