R - data.table rolling join confusion

Question

I'm having some trouble implementing a rolling join using data.table.

I have two tables

m<-data.table(PolicyNo=rep(1709119, 4), EFDT=as.Date(c("2013-02-01","2014-02-01", "2012-3-1", "2011-3-1")))
setkey(m,"PolicyNo","EFDT")
m
   PolicyNo       EFDT
1:  1709119 2011-03-01
2:  1709119 2012-03-01
3:  1709119 2013-02-01
4:  1709119 2014-02-01

p<-data.table(PolicyNo=rep(1709119, 2), EFDT=as.Date(c("2013-02-01", "2012-1-1")))
setkey(p,"PolicyNo","EFDT")
p
   PolicyNo       EFDT
1:  1709119 2012-01-01
2:  1709119 2013-02-01

The EFDTs in p are the "correct" EFDTs (ie the dates I want to keep). I'd like to join m with p, based on matching policy numbers and roll the EFDTs in m backwards to their first matching EFDT in p. In this example the result should be

result
   PolicyNo       EFDT     EFDT.m
1:  1709119 2012-01-01 2012-03-01
2:  1709119 2013-02-01 2013-02-01
3:  1709119 2013-02-01 2014-02-01

I tried

m[, EFDT.m := EFDT]
m[p, roll=-Inf, nomatch=0]

with no luck.

Answer 1

Add a new column to p instead of m , since you want the opposite join:

p[, EFDT.copy := EFDT]

p[m, roll = Inf]
#   PolicyNo       EFDT  EFDT.copy
#1:  1709119 2011-03-01       <NA>
#2:  1709119 2012-03-01 2012-01-01
#3:  1709119 2013-02-01 2013-02-01
#4:  1709119 2014-02-01 2013-02-01

Add some filtering out of NA 's and renaming of columns and you'll be all set.