I start the next step with Coursera tonight: It's opening night for "Computing For Data Analysis" from Roger Peng at Johns Hopkins University. It's a four week introduction to using R that should be good. He blogs at Simply Statistics, which looks like it'll be a good resource for stretching my brain.
I'm running on my Windows 7 desktop. I've downloaded the latest version of R 3.0.1. There's an IDE called Tinn-R that might be okay. I'm sure it won't replace IntelliJ from JetBrains as the world's greatest IDE. Until those brilliant Russians come up with an R environment for me I'll make do.
My friend Steve Roach pointed out a port of R that runs on the JVM called Renjin. I think this statement is surprising:
We built Renjin, a new interpreter for the JVM because we wanted the beauty, the flexibility, and power of R with the performance of the Java Virtual Machine.
My first thought was that it'll be hard to beat LAPACK in C or Fortran. But perhaps a version that leverages parallelism could tip the balance.
So this will be sucking up some of my time and energy for the next four weeks. I hope the lessons diffuse into my brain quickly.