In one of my application there is a piece of code that retrieve information from a data.table
object depending on values in another.
# say this tabl
This is a great spot to use the roll
argument of data.table
:
setkey(dt1, id, date)
setkey(dt, id, start)
dt[dt1, roll = TRUE][end >= start,
list(start = start[1], end = end[1], result = mean(var)), by = id]
# benchmark
microbenchmark(OP = adply(dt, 1, myfunc),
Frank = dt[dt1[as.list(dt[,seq.Date(start,end,"day"),by="id"])][,mean(var),by=id]],
eddi = dt[dt1, roll = TRUE][end >= start,list(start = start[1], end = end[1], result = mean(var)), by = id])
#Unit: milliseconds
# expr min lq median uq max neval
# OP 24.436126 29.184786 30.853094 32.493521 50.898664 100
# Frank 9.115676 11.303691 12.081000 13.122753 28.370415 100
# eddi 5.336315 6.323643 6.771898 7.497285 9.531376 100
The time difference will become much more dramatic as the size of the datasets grows.