Idea for pandas.Index.nearest() method

[dirkbike]

For an ordered index, there is a pandas.Index.asof() method that returns the most recent label to the label that's passed to it. However, in some cases it's useful to have a method that returns the nearest label to the label that is passed to it. For example:

>>> holidays = pandas.to_datetime(['2014-01-01','2014-01-20','2014-02-17'])
>>> print holidays.nearest('2014-01-15')
2014-01-20 00:00:00

Thoughts?

[jreback]

this is a dupe of #3004

thanks for this, I moved that other issue to 0.15. Interested in working on it?

[shoyer]

I don't think this is exactly the same as #3004 or #7873.

1. The other issues are about finding the nearest time, not nearest datetime.
2. More generally, I would find a index.nearest() method useful for Float64Index as well as DatetimeIndex. Looking up nearest neighbors is a pretty common operation so it would be nice to have a shortcut for it.