[R] Vectorizing closest match
Frank E Harrell Jr
fharrell at virginia.edu
Thu Mar 28 14:19:35 CET 2002
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.
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.
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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