Question

I’ve a data frame of time series and values. The time series are seconds from the epoch. Here is how the top few elements look like in that data frame

val = seq(1,19)
ts = seq(1342980888,1342982000,by=60)
x = data.frame(ts = ts,val = val)
head(x)

      ts val
1 1342980888   1
2 1342980948   2
3 1342981008   3
4 1342981068   4
5 1342981128   5
6 1342981188   6

I would like to some kind of an interval search function which takes in as input a time stamp say 1342980889 (+1 the the ts in the first row) and it should return 1,2 (the row number) as output. Basically, I want to find the two rows which have time stamps that bracket the input time stamp 1342980889. While this is relatively easy to do using “which”, I suspect “which” does a vector scan and as the real data frame is quite large I want to do it using a binary search. Thanks much in advance

Answer 1

You should use the findInterval function. It will give you the index of the row where x$ts is immediately smaller than the value you are looking for (and you just have to add one to get the other index)

findInterval(1342980889, x$ts)
# [1] 1

Also note that the function is vectorized, i.e., the first argument can be a vector of values to look for:

findInterval(c(1342980889, 1342981483), x$ts)
# [1]  1 10