How to perform join over date ranges using data.table?

Question

How to do the below (straightforward using sqldf) using data.table and get exact same result:

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

You can use the foverlaps() function which implements joins over intervals efficiently. In your case, we just need a dummy column for measurments.

Note 1: You should install the development version of data.table - v1.9.5 as a bug with foverlaps() has been fixed there. You can find the installation instructions here.

Note 2: I'll call whatWasMeasured = dt1 and measurments = dt2 here for convenience.

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]

See ?foverlaps for more info and this post for a performance comparison.