with floats, roll="nearest", mult="all" erroneously gives only a single match
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Assessment
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Newbie friendliness
- 35/100
Research direction
Start by running the reproducible R snippet against data.table's rolling join behavior and compare the floating-point case with the integer workaround. The issue names no source file or test; done means the nearest join with mult="all" returns all five expected rows, with a regression test covering the example.
Written by the indexing model from the issue text.
Description
# r 3.3.2
library(data.table)
# data.table 1.10.5 IN DEVELOPMENT built 2017-10-25 01:31:52 UTC; travis
DT2 = data.table(id = "A", numC = rep(c(1.01,1.02), each=5), numD = seq(.01,.1,.01))
DT2[.("A", 1.011), on=.(id, numC), roll="nearest"]
# id numC numD
# 1: A 1.011 0.05
Here, we see one row, but we should be seeing five.
I found that one workaround is converting to integers:
DT3 = copy(DT2)
DT3[, numC := as.integer(numC*100)]
DT3[, numD := as.integer(numD*100)]
DT3[.("A", 101.1), on=.(id, numC), roll="nearest"]
# id numC numD
# 1: A 101 1
# 2: A 101 2
# 3: A 101 3
# 4: A 101 4
# 5: A 101 5
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