You can use rowSums to check if any element of a row is not finite.
DT[is.finite(rowSums(DT))]
OR you can use the fact that Inf * 0 is NA and use complete.cases
DT[complete.cases(DT*0)]
Some benchmarking shows that the rowSums is fastest for smaller datasets and complete.cases is the fastest solution for larger datasets.
require(microbenchmark)
microbenchmark(
DT[is.finite(rowSums(DT))]
,
DT[complete.cases(DT*0)]
,
DT[DT[, Reduce('&', lapply(.SD, is.finite))]]
)
##
## nrow(DT) = 3000
## Unit: microseconds
## expr min lq mean median uq max neval cld
## DT[is.finite(rowSums(DT))] 786.797 839.235 864.0215 852.8465 884.756 1021.988 100 a
## DT[complete.cases(DT * 0)] 1265.658 1326.575 1363.3985 1350.0055 1386.377 1898.040 100 c
## DT[DT[, Reduce("&", lapply(.SD, is.finite))]] 1220.137 1275.030 1319.6226 1308.0555 1348.443 1624.023 100 b
##
## nrow(DT) = 300000
## Unit: milliseconds
## expr min lq mean median uq max neval cld
## DT[is.finite(rowSums(DT))] 21.617935 22.687452 26.698070 25.75765 26.07942 87.56290 100 c
## DT[complete.cases(DT * 0)] 7.209252 7.567393 9.908503 10.17569 10.37473 71.31375 100 a
## DT[DT[, Reduce("&", lapply(.SD, is.finite))]] 11.786773 12.647652 14.128624 14.78512 15.05089 15.39542 100 b
