Apache Netbeans It is a cross-platform IDE; it can be installed easily on any operating system running Java, such as Windows, Mac OSX, and Linux.
If you are looking to develop a website or a piece of software, you'll need an app to write and preview your code. That's where code editors and Integrated Development Environments, or IDE for short, come into play. Luckily, Linux has plenty of options for you in these categories.
Running R program with RscriptThe second way to run R programs is in directly on the Linux command line. You can do so using RScript, a utility included with r-base. First, you have to save your R program to a file using your favorite code editor on Linux.
A newcomer to the scene, which IMO looks very promising - and downright baller - relative to other existing IDEs like Rattle and JGR, is RStudio. It's free software, is cross-platform, looks very polished, and even has features like automatic refactoring.
Update 2012-04-12: I've been running it for a bit on our DB server, and I love that it's a web app that saves your sessions, resume-able from anywhere else. Plotting requires not only no X tunneling or png-writing but is easier to use than out-of-the-box R. Extremely easy to get up and running, and it comes with packages for Debian/Ubuntu (which I use).
The company/development is moving pretty fast, aiming to be the de facto standard IDE for all R users. If I'm gushing, it's probably because I was pleasantly surprised by the quality of the IDE after a long time of using sub-par IDEs, not just for R but for plenty of other languages. So this was a bit out of the blue. I still need more time to really dig into it but I like what I'm seeing so far.
JGR isn't bad:
Most people I know rave about Emacs + ESS:
But it's not quite the same thing as Tinn-R.
Along different lines ...
If you're looking at a high level functions for data mining, then Rattle is an option:
and another high level app for interactive plotting:
I have found that the Emacs-ESS combination is well worth the learning curve. I enjoy being able to:
Here's the website for the project: http://ess.r-project.org/
Here's a helpful document about ESS in particular: http://www.demog.berkeley.edu/Refs/ess.pdf
Brand new IDE out there (as of Feb 2011) is http://www.rstudio.org/. Seems very promising from what I've seen so far.
Although Eclipse was mentioned by the OP, I do not know if he ment it with the StatET plugin.
Eclipse with StatET is a really great IDE besides e.g. EmacsSpeaksStatistics (ESS), but as in other environments the user have to learn it's the basic usage first. The only handicap of this IDE could be the relatively high resources requirements as based on Java, but this makes the program OS independent of course.
Why I really would suggest to take the time to learn use StatET efficiently (cauction: very subjective list!):
A nice guide to read is A Guide to Eclipse and the R plug-in StatET by Longhow Lam.
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