Range join data.frames - specific date column with date ranges/intervals in R

Question

Although the details of this are, of course, app specific, in the SO spirit I\'m trying to keep this as general as possible! The basic problem is how to merge data.frames by

Answer 1

Update: In v1.9.3+, now overlap joins are implemented. This is a special case where start and end Date are identical in Speeches. We can accomplish this using foverlaps() as follows:

require(data.table) ## 1.9.3+
setDT(Speeches)
setDT(History)

Speeches[, `:=`(Date2 = Date, id = .I)]
setkey(History, Name, Role.Start, Role.End)

ans = foverlaps(Speeches, History, by.x=c("Name", "Date", "Date2"))[, Date2 := NULL]
ans = ans[order(id, Value)][, N := 1:.N, by=list(Name, Date, Role, id)]
ans = dcast.data.table(ans, id+Name+Date ~ Role+N, value.var="Value")

---

This is a case for range/interval join.

Here's the data.table way. It uses two rolling joins.

require(data.table) ## 1.9.2+
dt1 = as.data.table(Speeches)
dt2 = as.data.table(History)

# first rolling join - to get end indices
setkey(dt2, Name, Role.Start)
tmp1 = dt2[dt1, roll=Inf, which=TRUE]

# second rolling join - to get start indices
setkey(dt2, Name, Role.End)
tmp2 = dt2[dt1, roll=-Inf, which=TRUE]

# generate dt1's and dt2's corresponding row indices
idx = tmp1-tmp2+1L
idx1 = rep(seq_len(nrow(dt1)), idx)
idx2 = data.table:::vecseq(tmp2, idx, sum(idx))

dt1[, id := 1:.N] ## needed for casting later

# subset using idx1 and idx2 and bind them colwise
ans = cbind(dt1[idx1], dt2[idx2, -1L, with=FALSE])

# a little reordering to get the output correctly (factors are a pain!)
ans = ans[order(id,Value)][, N := 1:.N, by=list(Name, Date, Role, id)]

# finally cast them.
f_ans = dcast.data.table(ans, id+Name+Date ~ Role+N, value.var="Value")

Here's the output:

    id Name       Date Political groups_1 National parties_1 Member_1 Member_2 Member_3 Substitute_1
 1:  1  AAA 2004-05-05                  j                  l        c        f       NA            d
 2:  2  AAA 2003-12-18                  j                  l        c        f        h            d
 3:  3  AAA 2003-12-18                  j                  l        c        f        h            d
 4:  4  AAA 2003-12-18                  j                  l        c        f        h            d
 5:  5  AAA 2003-11-17                  j                  l        c        f        h            d
 6:  6  AAA 2003-11-06                  j                  l        c        f        h            d
 7:  7  AAA 2003-10-20                  j                  l        c        f        h            d
 8:  8  AAA 2003-09-25                  j                  l        c        f        h            d
 9:  9  AAA 2003-06-04                  j                  l        c        f        h            d
10: 10  BBB 2012-04-20                  i                  k        b        g       NA           NA
11: 11  BBB 2012-04-19                  i                  k        b        g       NA           NA
12: 12  BBB 2012-04-19                  i                  k        b        g       NA           NA
13: 13  BBB 2012-04-19                  i                  k        b        g       NA           NA
14: 14  BBB 2012-04-19                  i                  k        b        g       NA           NA
15: 15  BBB 2012-04-19                  i                  k        b        g       NA           NA
16: 16  BBB 2012-04-19                  i                  k        b        g       NA           NA
17: 17  BBB 2012-04-19                  i                  k        b        g       NA           NA
18: 18  BBB 2012-04-18                  i                  k        b        g       NA           NA
19: 19  BBB 2012-04-18                  i                  k        b        g       NA           NA
20: 20  BBB 2012-04-18                  i                  k        b        g       NA           NA

---

Alternatively you can also accomplish this using GenomicRanges package from bioconductor, which deals with Ranges quite nicely, especially when you require an additional column to join by (Name) in addition to the ranges. You can install it from here.

require(GenomicRanges)
require(data.table)
dt1 <- as.data.table(Speeches)
dt2 <- as.data.table(History)
gr1 = GRanges(Rle(dt1$Name), IRanges(as.numeric(dt1$Date), as.numeric(dt1$Date)))
gr2 = GRanges(Rle(dt2$Name), IRanges(as.numeric(dt2$Role.Start), as.numeric(dt2$Role.End)))

olaps = findOverlaps(gr1, gr2, type="within")
idx1 = queryHits(olaps)
idx2 = subjectHits(olaps)

# from here, you can do exactly as above
dt1[, id := 1:.N]
...
...
dcast.data.table(ans, id+Name+Date ~ Role+N, value.var="Value")

Gives the same result as above.