[R-SIG-Finance] zoo: how to find for series x closest day in series y?

[Matthieu Stigler]

Hi

I have two series, x  and y, which don't have the same index. I then 
need to find which in y is the closest day in x. How can do I do this in 
a clean way? I have here a dirty for loop solution...
library(zoo)
#my series
x<-zoo(1:3,as.Date(c("1992-12-13", "1997-05-12", "1997-07-13")))
y<-zoo(1:5,as.Date(c("1992-12-15", "1992-12-16", 
"1997-05-10","1997-05-19", "1997-07-13")))

#but index is not always the same:
index(x)%in%index(y)

#my (dirty?) solution
xnew<-x
for(i in which(!index(x)%in%index(y))) 
xnew[i]<-which.min(abs(as.numeric(index(x)[i]-index(y))))
xnew

Is there something cleaner one could use to find the closest available day?

Thanks a lot!

Matthieu