Is there an R function for finding the index of an element in a vector?

Yes, we can find the index of an element in a vector as follows:

> a <- c(3, 2, -7, -3, 5, 2)
> b <- (a==-7)  # this will output a TRUE/FALSE vector
> c <- which(a==-7) # this will give you numerical value
> a
[1]  3  2 -7 -3  5  2
> b
[1] FALSE FALSE  TRUE FALSE FALSE FALSE
> c
[1] 3

This is one of the most efficient methods of finding the index of an element in a vector.

the function Position in funprog {base} also does the job. It allows you to pass an arbitrary function, and returns the first or last match.

Position(f, x, right = FALSE, nomatch = NA_integer)

The function match works on vectors:

x <- sample(1:10)
x
# [1]  4  5  9  3  8  1  6 10  7  2
match(c(4,8),x)
# [1] 1 5

match only returns the first encounter of a match, as you requested. It returns the position in the second argument of the values in the first argument.

For multiple matching, %in% is the way to go:

x <- sample(1:4,10,replace=TRUE)
x
# [1] 3 4 3 3 2 3 1 1 2 2
which(x %in% c(2,4))
# [1]  2  5  9 10

%in% returns a logical vector as long as the first argument, with a TRUE if that value can be found in the second argument and a FALSE otherwise.

A small note about the efficiency of abovementioned methods:

 library(microbenchmark)

  microbenchmark(
    which("Feb" == month.abb)[[1]],
    which(month.abb %in% "Feb"))

  Unit: nanoseconds
   min     lq    mean median     uq  max neval
   891  979.0 1098.00   1031 1135.5 3693   100
   1052 1175.5 1339.74   1235 1390.0 7399  100

So, the best one is

    which("Feb" == month.abb)[[1]]