Just got a message from the good chaps at Wolfram Alpha/Mathematica
Mathematica 9 offers built-in ways to integrate R code into your Mathematica workflow, combining Mathematica‘s broad range of capabilities with the statistical computing language. RLink uses J/Link and rJava/JRI Java libraries to allow the user to exchange data between Mathematica and R and to execute R code from within Mathematica. With RLink, R users can use thousands of functions from across the full Mathematica system.
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