The benchmark at the bottom of this post shows a problem where a data.table roll="next" took nearly 150x longer than a base findInterval() solution. (The data.table solution is easier to write though.) This suggests an area for possible speed improvement.
http://stackoverflow.com/questions/21499742/fast-minimum-distance-interval-between-elements-of-2-logical-vectors-take-2/21500855#21500855 -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com
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