Find all numbers in a certain interval

It's not entirely clear what you are asking for, since  
which(within.interval(a, -0.5, 0.5)) is actually longer than which(a >  
-0.5 & a < 0.5). You mention that you want a solution that applies to  
dataframes. Using indexing you can get entire rows of dataframes that  
satisfy multiple conditions on one of its columns:

 >> DF <- data.frame(a = rnorm(20), b= LETTERS[1:20], c =  
letters[20:1], stringsAsFactors=FALSE)

 > DF[which( DF$a > -0.5 & DF$a < 0.5 ), ]
   # note that one needs to avoid DF[which(a > -0.5 & a<0.5) , ]
   # the "a" vector is not the same as the "a" column vector within DF
              a b c
3  -0.47310672 C r
6  -0.49784460 F o
9   0.02571058 I l
10  0.16893759 J k
11 -0.11963322 K j
12  0.39378887 L i
16  0.03712263 P e

Could get the indices that satisfy more than one condition:
 > which(DF$a > 0.5 & DF$b < "K")
[1]  1  2  6 10

Or you can get rows of DF that satisfy conditions on multiple columns  
with the subset function:

 > subset(DF, a > 0.5 & b < "K")
            a b c
1  2.2500997 A t
2  0.7251357 B s
6  0.7845355 F o
10 1.0685649 J k

Or if you wanted a within.interval function

 > within.interval <- function(x,a,b) { x > a & x < b}

 > which(within.interval(DF$a, -0.5, 0.5))
[1]  3  4  7  8  9 13 14 17 20

Find all numbers in a certain interval

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