Change or turn off numeric rounding

Change rounding to 0, 1 or 2 bytes when joining, grouping or ordering numeric (i.e. double, POSIXct) columns.

setNumericRounding(x)
getNumericRounding()

Arguments

x	integer or numeric vector: 0 (default), 1 or 2 byte rounding

Details

Computers cannot represent some floating point numbers (such as 0.6) precisely, using base 2. This leads to unexpected behaviour when joining or grouping columns of type 'numeric'; i.e. 'double', see example below. In cases where this is undesirable, data.table allows rounding such data up to approximately 11 s.f. which is plenty of digits for many cases. This is achieved by rounding the last 2 bytes off the significand. Other possible values are 1 byte rounding, or no rounding (full precision, default).

It is bytes rather than bits because it is tied in with the radix sort algorithm for sorting numerics which sorts byte by byte. With the default rounding of 0 bytes, at most 8 passes are needed. With rounding of 2 bytes, at most 6 passes are needed (and therefore might be a tad faster).

For large numbers (integers > 2^31), we recommend using bit64::integer64, even though the default is to round off 0 bytes (full precision).

Value

setNumericRounding returns no value; the new value is applied. getNumericRounding returns the current value: 0, 1 or 2.

See also

datatable-optimize
http://en.wikipedia.org/wiki/Double-precision_floating-point_format
http://en.wikipedia.org/wiki/Floating_point
http://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html

Examples

DT = data.table(a=seq(0,1,by=0.2),b=1:2, key="a")
DT
#>      a b
#> 1: 0.0 1
#> 2: 0.2 2
#> 3: 0.4 1
#> 4: 0.6 2
#> 5: 0.8 1
#> 6: 1.0 2
setNumericRounding(0)   # By default, rounding is turned off
DT[.(0.4)]   # works
#>      a b
#> 1: 0.4 1
DT[.(0.6)]   # no match, can be confusing since 0.6 is clearly there in DT
#>      a  b
#> 1: 0.6 NA
             # happens due to floating point representation limitations

setNumericRounding(2)   # round off last 2 bytes
DT[.(0.6)]   # works
#>      a b
#> 1: 0.6 2

# using type 'numeric' for integers > 2^31 (typically ids)
DT = data.table(id = c(1234567890123, 1234567890124, 1234567890125), val=1:3)
print(DT, digits=15)
#>               id val
#> 1: 1234567890123   1
#> 2: 1234567890124   2
#> 3: 1234567890125   3
DT[,.N,by=id]   # 1 row, (last 2 bytes rounded)
#>              id N
#> 1: 1.234568e+12 3
setNumericRounding(0)
DT[,.N,by=id]   # 3 rows, (no rounding, default)
#>              id N
#> 1: 1.234568e+12 1
#> 2: 1.234568e+12 1
#> 3: 1.234568e+12 1
# better to use bit64::integer64 for such ids