I have 2 data frames:

master = data.table(MasterTimes= as.POSIXct("2015-01-01", tz = "GMT") + seq(1,100,1))
mydata = data.frame(MyTimes = as.POSIXct(c("2015-01-01 00:00:18","2015-01-01 00:00:54","2015-01-01 00:00:48","2015-01-01 00:01:10","2015-01-01 00:01:05"),tz = "GMT"))

I would like to keep any rows in master within +/- 5 second window of any time in the mydata data frame. I would like to remove the rows in master that do not meet that condition.

Here is a simpler example if mydata only has 1 rows:

master = data.table(MasterTimes= as.POSIXct("2015-01-01", tz = "GMT") + seq(1,100,1))
mydata = data.frame(MyTimes = as.POSIXct(c("2015-01-01 00:00:18"),tz = "GMT"))

You can see mydata only contains "2015-01-01 00:00:18". In this case I want to remove all the rows from the master data frame where the time is not within the +- 5 second window i.e I want to remove all rows from master before "2015-01-01 00:00:13" and after "2015-01-01 00:00:23"

Thats the simple case but a harder case is if mydata contains

   mydata = data.frame(MyTimes = as.POSIXct(c("2015-01-01 00:00:18", "2015-01-01 00:00:22"),tz = "GMT"))

In this case because "2015-01-01 00:00:18" is there again I would normally remove all the rows in master before "2015-01-01 00:00:13" and after "2015-01-01 00:00:23".

But in this case I can't do that because mydata also contains "2015-01-01 00:00:22" so I want to keep all the rows in master after "2015-01-01 00:00:18" and before "2015-01-01 00:00:27"

Because "2015-01-01 00:00:22" is in my data I now need to keep the rows in master from "2015-01-01 00:00:23" to "2015-01-01 00:00:27"

Basically I want to keep any row in master that is within a +/- 5 second window of every row in mydata. If there are any rows in master that are not within a 5 second window I want to delete it.

Update

Can you advise how to implement this if master and mydata have more than 1 column like:

master = data.table(MasterTimes= as.POSIXct("2015-01-01", tz = "GMT") + seq(1,100,1), otherol = seq(1,100,1))
mydata = data.frame(MyTimes = as.POSIXct(c("2015-01-01 00:00:18"),tz = "GMT"),othercol = c(1))

In reality both master and mydata have 50+ columns.