What is the easiest and quickest way for me to get the ability to do multivariate regression and have access to the usual t and F statistics, and all the usual good stuff. Do I have any real open source options that will work for me under Windows? R embedded is proving to be unwieldy.
I compiled R.dll, included all the headers, then used the Rcpp and RInside classes. Then I wrote some wrappers to let me manage things like regressions and such. It works fine, until I compile it as a DLL and import into a third party process. Stability goes wonky then. But also, I don't like the way it's structured -- parsing text and constructing vectors -- it's tedious. Do you have a better way? The DCOM version was a hassle because you have to run the GUI, the proxy interface, and the DCOM server. I found that to be impractical also.
How about other methods of connecting R to C++/Java? Say socket? I think the best way is to call R functions from within C++/Java. Why is DCOm bad? I think it's important to get R working with C++/Java so you could leverage other functionalities of R.