R is the most widely used program in the statistical research community and has a vast range of statistical tools available. It is freely available on all common platforms.
J can be used as a front end to R, for example to provide data manipulation and a GUI for an R server.
For most applications, it is best to call R using the Rserve socket interface. This has the most functionality and works on all platforms. It is recommended for most serious uses of R from J.
For occasional use, it may be simpler to call R in batch mode. In this case, the input and outputs to R are plain text files, which can be written and read from J. This works well for relatively static applications, where you know in advance exactly what R function is to be called and what format the results will have, so that the text files can be created and read easily.
If your application only runs under Windows, you can call R using the Windows DCOM server. This has the advantage over batch mode in that values are passed directly between J and R using COM, so that some data conversion is done automatically. Also, as with the Rserve interface, an R session is maintained, so a series of commands can be sent to the R server.
The interfaces are in JAL addon stats/r. Source is in Subversion at stats/r .