R 合并 data.frames asof join

Question

I have a whole bunch of data.frames with irregular time spacing.

I would like to make a new data.frame and join the others to it, for each data.frame being joined picking the latest value out of the new data.frame.

For example, listOfDataFrames below contains a list of data.frames each of which has a time column in seconds. I find the total range, mod the range by 60 and seqn it by to obtain an increasing seqn of full minutes. Now I need to merge the list of data.frames to the left of this new seqn. eg if the value in mypoints is 60, the value joined to it should be the latest value <= 60.

xrange <- range(lapply(listOfDataFrames,function(x) range(x$Time)))
mypoints <- 60*do.call(seq,as.list(xrange%/%60))

I believe this is sometimes called an asof join.

Is there a simple procedure to do this?

Thanks

EDIT: this is what I currently use

xrange <- range(lapply(listOfDataFrames,function(x) range(x$Time)))
mypoints <- 60*seq(xrange[1]%/%60,1+xrange[2]%/%60)
result <- data.frame(Time=mypoints)
for(index in 1:length(listOfDataFrames))
{
  x<-listOfDataFrames[[index]]
  indices <- which(sort(c(mypoints,x$Time)) %in% mypoints) - 1:length(mypoints)
  indices[indices==0] <- NA
  newdf<-data.frame(new=x$Result[indices])
  colnames(newdf)<-paste("S",index,sep="")
  result <- cbind(result,newdf)
}

EDIT: full example

AsOfJoin <- function (listOfDataFrames) {
  xrange <- range(lapply(listOfDataFrames,function(x) range(x$Time)))
  mypoints <- 60*seq(xrange[1]%/%60,1+xrange[2]%/%60)
  result <- data.frame(Time=mypoints)
  for(index in 1:length(listOfDataFrames))
  {
    x<-listOfDataFrames[[index]]
    indices <- which(sort(c(mypoints,x$Time)) %in% mypoints) - 1:length(mypoints)
    indices[indices==0] <- NA
    newdf<-data.frame(new=x$Result[indices])
    colnames(newdf)<-paste("S",index,sep="")
    result <- cbind(result,newdf)
  }
  result[is.na(result)]<-0
  result
}


a<-data.frame(Time=c(28947.5,28949.6,29000),Result=c(10,15,9))
b<-data.frame(Time=c(28947.8,28949.5),Result=c(14,19))
listOfDataFrames <- list(a,b)
result<-AsOfJoin(listOfDataFrames)

    > a
         Time Result
    1 28947.5     10
    2 28949.6     15
    3 29000.0      9
    > b
         Time Result
    1 28947.8     14
    2 28949.5     19
    > result
       Time S1 S2
    1 28920  0  0
    2 28980 15 19
    3 29040  9 19

Answer 1

data.table provide very fast asof joins out of the box. See also This post for an example

Answer 2

See my edit for answer. Apparently the best way.