asof_join: Temporal join

In sparklyr.flint: Sparklyr Extension for 'Flint'

Description

Perform left-outer join on 2 'TimeSeriesRDD's based on inexact timestamp matches

Usage

asof_join(
  left,
  right,
  tol = "0ms",
  direction = c(">=", "<=", "<"),
  key_columns = list(),
  left_prefix = NULL,
  right_prefix = NULL
)

Arguments

left	The left 'TimeSeriesRDD'
right	The right 'TimeSeriesRDD'
tol	A character vector specifying a time duration (e.g., "0ns", "5ms", "5s", "1d", etc) as the tolerance for absolute difference in timestamp values between each record from 'left' and its matching record from 'right'. By default, 'tol' is "0ns", which means a record from 'left' will only be matched with a record from 'right' if both contain the exact same timestamps.
direction	Specifies the temporal direction of the join, must be one of ">=", "<=", or "<". If direction is ">=", then each record from 'left' with timestamp 'tl' gets joined with a record from 'right' having the largest/most recent timestamp 'tr' such that 'tl' >= 'tr' and 'tl' - 'tr' <= 'tol' (or equivalently, 0 <= 'tl' - 'tr' <= 'tol'). If direction is "<=", then each record from 'left' with timestamp 'tl' gets joined with a record from 'right' having the smallest/least recent timestamp 'tr' such that 'tl' <= 'tr' and 'tr' - 'tl' <= 'tol' (or equivalently, '0 <= 'tr' - 'tl' <= 'tol'). If direction is "<", then each record from 'left' with timestamp 'tl' gets joined with a record from 'right' having the smallest/least recent timestamp 'tr' such that 'tr' > 'tl' and 'tr' - 'tl' <= 'tol' (or equivalently, 0 < 'tr' - 'tl' <= 'tol').
key_columns	Columns to be used as the matching key among records from 'left' and 'right': if non-empty, then in addition to matching criteria imposed by timestamps, a record from 'left' will only match one from the 'right' only if they also have equal values in all key columns.
left_prefix	A string to prepend to all columns from 'left' after the join (usually for disambiguation purposes if 'left' and 'right' contain overlapping column names).
right_prefix	A string to prepend to all columns from 'right' after the join (usually for disambiguation purposes if 'left' and 'right' contain overlapping column names).

See Also

Other Temporal join functions: asof_future_left_join(), asof_left_join()

Examples

library(sparklyr)
library(sparklyr.flint)

sc <- try_spark_connect(master = "local")
if (!is.null(sc)) {
  ts_1 <- copy_to(sc, tibble::tibble(t = seq(10), u = seq(10))) %>%
    from_sdf(is_sorted = TRUE, time_unit = "SECONDS", time_column = "t")
  ts_2 <- copy_to(sc, tibble::tibble(t = seq(10) + 1, v = seq(10) + 1L)) %>%
    from_sdf(is_sorted = TRUE, time_unit = "SECONDS", time_column = "t")
  future_left_join_ts <- asof_join(ts_1, ts_2, tol = "1s", direction = "<=")
} else {
  message("Unable to establish a Spark connection!")
}

sparklyr.flint documentation built on Jan. 11, 2022, 9:06 a.m.