title: Joining two data.tables in R based on multiple keys and duplicate entries
body: <p>I am trying to join two data.tables in R base don multiple setkeys and which have repeated entries. As an example</p>
  
  <pre><code>&gt;DT1
  ID  state Month Day Year
  1   IL    Jan   3   2013 
  1   IL    Jan   3   2014
  1   IL    Jan   3   2014
  1   IL    Jan   10  2014
  1   IL    Jan   11  2013
  1   IL    Jan   30  2013
  1   IL    Jan   30  2013
  1   IL    Feb   2   2013
  1   IL    Feb   2   2014
  1   IL    Feb   3   2013
  1   IL    Feb   3   2014
  
  &gt;DT2
  state Month   Day   Year  Tavg
    IL    Jan    1    2013    13
    IL    Jan    2    2013    19
    IL    Jan    3    2013    22
    IL    Jan    4    2013    23
    IL    Jan    5    2013    26
    IL    Jan    6    2013    24
    IL    Jan    7    2013    27
    IL    Jan    8    2013    32
    IL    Jan    9    2013    36
    ...   ...    ..   ...      ... 
    ...   ...    ..   ...      ... 
    IL    Dec 31  2013    33
  </code></pre>
  
  <p>I would like to add the "Tavg" values of DT2 to the corresponding dates in DT1 For example, all entries in DT1 that are on Jan 3 2013 need to have Tavg 13 in an additional column. </p>
  
  <p>I tried the following 
  <code>setkey(DT1, state, Month, Day, Year)</code> and same for DT2 followed by a Join operation 
  <code>DT1[DT2, nomatch=0, allow.cartesian=TRUE</code>
  But it didn't work</p>