Find most recent observation - R

Question

I have two sets of (sorted) POSIXct time series like this:

set.seed(123)
ll = sort(strptime(\"16/07/2015\", format=\"%d/%m/%Y\") + 10*3600 + 1:3600 + round(rnorm         


        

Answer 1

Just use findInterval:

array(findInterval(tt1,ll),dim(tt1))
#head(array(findInterval(tt1,ll),dim(tt1))[,1:4])     
#     [,1] [,2] [,3] [,4]
#[1,]  729  729  731  732
#[2,]  740  741  742  743
#[3,]  748  749  751  752
#[4,]  759  760  760  762
#[5,]  770  772  773  774
#[6,]  780  781  783  785