Most efficient way to find string in array members

Hi

I'm wondering what the most efficient way to find out if a string is in an array.

For example, lets say I have an array of:
arr(0) = "me"
arr(1) = "you"
arr(2) = "them"
arr(3) = "no one"

I want to find out if "anyone" is in the array. I know I could loop through each element and compare the two strings. Is there a better way?

Looks good, but can I use it for partial matches? For instance, if I use "he" for the first argument, it will find it in the element in arr(2) and point to that position? Thus it would work similar to the instr() function, but on all elements of the array.

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As the guys in the Guiness commercial say:
"Brilliant!"

Thanks to you both.

Follow-Up Question: Lets say I want the wild-card to be included on the array end, something like:

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Clearly the above doesn't work. I tried building the array with the wildcard characters in each element, but it didn't seem to work. Any suggestions?