merge by range in data.table

[Peter_Griffin]

I need to merge two data by range in data.table. The sas code is as below.

mydatac as c inner join mydated as d on d.gvkey=c.gvkey and

      intnx('month', datadate, -24, 'e')<c.date<=intnx('month', datadate, 12, 'e');\

[JohnMount]

data.table has at least two excellent tools for this:

• theta joins: http://thug-r.life/post/2017-08-06-fuzzy-joining/
• rolling join: https://www.r-bloggers.com/understanding-data-table-rolling-joins/