This is the best answer I've seen, I wish I'd seen it before I wrote mine. Great explanations.
R/S was really meant as "glue" for FORTRAN and C linear algebra libraries (ask Chambers if you don't believe me, and look at how glmnet works). The other stuff is just to get data into a form that can be fed to LAPACK & friends.
R/S was really meant as "glue" for FORTRAN and C linear algebra libraries (ask Chambers if you don't believe me, and look at how glmnet works). The other stuff is just to get data into a form that can be fed to LAPACK & friends.