[R] Vectorizing closest match

[Frank E Harrell Jr]

If anyone has a very fast vectorized method for doing the following I would appreciate some help.  I want to avoid outer() to limit memory problems for very large n.

Let

x = real vector of length n
y = real vector of length n
w = real vector of length m, m typically less than n/2 but can be > n
z = real vector of length m

For w[i], i=1,,,m, find the value of x that is closest to w[i].  In the case of ties, select one (optimally at random or just take the first match).  Let z[i] = value of y corresponding to the closest x.

If there is a Fortran or C function (builtin or otherwise) that does much of the work, all the better.

Thanks,

Frank
-- 
Frank E Harrell Jr              Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine  http://hesweb1.med.virginia.edu/biostat
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