TL;DR The IRanges package implements interval algebra, and is very fast for finding overlaps of two ranges. If you have non-integer data, multiply values by a large constant factor and round them. The constant depends on how much accuracy you need.
IRanges?? IRanges is a bioconductor package for interval algebra of integer ranges. It is used extensively in the GenomicRanges package for finding overlaps between various genomic features. For genomic features, integers make sense, because one cannot have fractional base locations.

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