Hi,

Algorithm question: I have two sets of "intervals", where an interval is an ordered pair [a,b] of two numbers. Is there an efficient way in R to generate the intersection of two lists of same?

For concreteness: I'm representing a set of intervals with a data.frame:

> list1 = as.data.frame(list(open=c(1,5), close=c(2,10)))
> list1
  open close
1    1     2
2    5    10

> list2 = as.data.frame(list(open=c(1.5,3), close=c(2.5,10)))
> list2
  open close
1  1.5   2.5
2  3.0  10.0

How do I get the intersection which would be something like:
  open close
1  1.5   2.0
2  5.0  10.0

I wonder if there's some ready-built functionality that might help me out. I'm new to R and am still learning to vectorize my code and my thinking. Or maybe there's a package for interval arithmetic that I can just pull off the shelf.

Thanks,

-tom

--
Thomas Meyer

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