Finding pairs in (not equidistant) time series

Seeks for nearest (lower or upper) neighbors of x(i) in y - where x and y are time vectors

Description

 Type parameter:
  'l': only lower neighbors accepted
  'u': only upper neighbors accepted
  'n' or not given: nearest (upper or lower) neighbors selected
If there is no neighbor for x(i), y2(i)=idx(i)=NaN is returned.

Options:
 'self': y2(i)==x(i) [zero distance] is accepted as 'neighbor'
 'unique': if i<>j and y2(i)==y2(j), y2(i)=y2(j)=NaN is returned

Example:
 x= [ 2 5 7 9 10 12];
 y= [1 3 4 6 8 11];
 [y2 idx2]=nearest(x,y,'l','unique')
 [y3 idx3]=nearest(x,y,'u')

 Results:
  y2=[1 4 6 NaN NaN 11] idx2=[1 3 4 NaN NaN 6]
  y3=[3 6 8 11 11 NaN] idx3=[2 4 5 6 6 NaN]

• Required Products: MATLAB
• MATLAB release: MATLAB 7.5 (R2007b)