Here's an example of using a rolling join from the data.table package in R. In this example, we'll use the data.table function to create two data tables: dt1 and dt2. We'll then perform a rolling join on these two data tables to join rows based on a rolling time window:
# This is an R code block
library(data.table)
# create first data table
dt1 = data.table(id = c(1,2,3,4), date = as.Date(c("2022-01-01", "2022-01-02", "2022-01-03", "2022-01-04")), value = c(10, 20, 30, 40))
# create second data table
dt2 = data.table(id = c(3,4,5,6), date = as.Date(c("2022-01-02", "2022-01-03", "2022-01-04", "2022-01-05")), value2 = c(100, 200, 300, 400))
# perform rolling join
result = dt1[dt2, roll = "nearest", on = "date"]
# view result
result
Our output would look something like this:
| id | date | value | id.1 | value2 |
|---|---|---|---|---|
| 2 | 2022-01-02 | 20 | 3 | 100 |
| 3 | 2022-01-03 | 30 | 3 | 200 |
| 4 | 2022-01-04 | 40 | 4 | 300 |