I am still testing this out.
But if you know bit more about make and .compile in Ubuntu check out
http://www.gnu.org/software/dap/
I loved the humorous introduction
Dap is a small statistics and graphics package based on C. Version 3.0 and later of Dap can read SBS programs (based on the utterly famous, industry standard statistics system with similar initials – you know the one I mean)! The user wishing to perform basic statistical analyses is now freed from learning and using C syntax for straightforward tasks, while retaining access to the C-style graphics and statistics features provided by the original implementation. Dap provides core methods of data management, analysis, and graphics that are commonly used in statistical consulting practice (univariate statistics, correlations and regression, ANOVA, categorical data analysis, logistic regression, and nonparametric analyses).
Anyone familiar with the basic syntax of C programs can learn to use the C-style features of Dap quickly and easily from the manual and the examples contained in it; advanced features of C are not necessary, although they are available. (The manual contains a brief introduction to the C syntax needed for Dap.) Because Dap processes files one line at a time, rather than reading entire files into memory, it can be, and has been, used on data sets that have very many lines and/or very many variables.
I wrote Dap to use in my statistical consulting practice because the aforementioned utterly famous, industry standard statistics system is (or at least was) not available on GNU/Linux and costs a bundle every year under a lease arrangement. And now you can run programs written for that system directly on Dap! I was generally happy with that system, except for the graphics, which are all but impossible to use, but there were a number of clumsy constructs left over from its ancient origins.
http://www.gnu.org/software/dap/#Sample output
Copyright © 2001, 2002, 2003, 2004 Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA
sounds too good to be true- GNU /DAP joins WPS workbench and Dulles Open’s Carolina as the third SAS language compiler (besides the now defunct BASS software) see http://en.wikipedia.org/wiki/SAS_language#Controversy
Also see http://en.wikipedia.org/wiki/DAP_(software)
Dap was written to be a free replacement for SAS, but users are assumed to have a basic familiarity with the C programming language in order to permit greater flexibility. Unlike R it has been designed to be used on large data sets.
It has been designed so as to cope with very large data sets; even when the size of the data exceeds the size of the computer’s memory
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DECISION STATS 
Hi,
Did you have any success with this? I’ve hit their website but it seems that not much has been going on lately. The last message on their mailing list dates from July, 2010, and the last tarball from 2008 (dap 3.7 – http://ftp.gnu.org/gnu/dap/dap-3.7.tar.gz).
I wasn’t able to compile it in my Ubuntu 10.04 due to a conflict with the getline declaration (same as reported here http://lists.gnu.org/archive/html/bug-dap/2010-07/msg00001.html) .
Did you have better luck?
much better success with using R- this project is dormant. you can see the sas7bdat package on the CRAN.
Fernando- It’s easy to get around this compile problem. In the file dap0.c, search for “getline” and replace with “dgetline”.