I'm interested in statistical computing. R is a leader platform obviously but what about Incanter?
Incanter is at the top of my list since I'm a Clojure and JVM guy.

Do you have any real world projects with Incanter? Is it a proven platform or I have to fall back to R?
What are the advantages of R over Incanter? What I'm going to miss?

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Major advantages of R are (well, apart that it's the industry standard in a way, which is something that should never be underestimated) its large number of libraries and its large and rather active community which again contributes to the number of libraries. Also, it has good plotting capabilities.

Incanter (note; I've not used neither R nor Incanter for prolonged periods of time) is in a way a port of R in Clojure. Some prefer coding in Clojure so to them this will be the obvious advantage, but the last time I saw it it seemed rather immature. Its community is also much smaller, and although it may grow, it's still marginal nowadays.

If you want to go mainstream along the path of least resistance, I'd stick with R. I've never seen any even mid size projects done with Incanter (although, I should repeat, I was not in the business where statistics were primary occupation).

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