Creating variable in R data frame depending on another data frame

Question

I am seeking help after having wasted almost a day. I have a big data frame (bdf) and a small data frame (sdf). I want to add variable z to bdf depending on the value of sdf

Answer 1

Edit note: I initially get a slightly different result than you did which I now think was related to my lack of understanding of R difftime objects. Timezones in POSIXt objects also remain a mystery to me but I now see that when I coerced a 'difftime' object to 'numeric' that I got the value in "days".

The findInterval function is very useful as an index creation function that maps a values-vector where one has multiple adjoining non overlapping intervals. You really only have two time-points that split into three intervals.

bdf$z <- c(0.2,-0.1,0.3)[findInterval(bdf$tb, 
                c(-Inf, 
  sdf$ts[2] - 0.5*as.numeric(difftime(sdf$ts[2], sdf$ts[1], units="secs")), 
  sdf$ts[3] - 0.5*as.numeric(difftime(sdf$ts[3], sdf$ts[2],units="sec")), 
                 Inf))]

> bdf
                    tb    z
1  2013-05-19 17:11:22  0.2
2  2013-05-21 06:40:58  0.2
3  2013-05-22 20:10:34  0.2
4  2013-05-24 09:40:10 -0.1
5  2013-05-25 23:09:46 -0.1
6  2013-05-27 12:39:22  0.3
7  2013-05-29 02:08:58  0.3
8  2013-05-30 15:38:34  0.3
9  2013-06-01 05:08:10  0.3
10 2013-06-02 18:37:46  0.3

I also checked to see if my result would be affected by whether the intervals in findIntervals were closed on their right rather than the left (default) and saw no difference.