http://www.sciviews.org/benchmark/
看到这个速度测试，R的性能是很不错滴。
下面是引用自上面网站的结论：
R is one of the fastest open source data analysis packages. Since it is free and provides many additional
packages for all kind of statistics, we warmly recommend it.
S-PLUS is slower and much more expensive, but it still offers a better graphical user interface.
Matlab is equally fast, rich and offers a well-designed user interface, but it is equally expensive.
O-Matrix is the fastest matrix language we have tested on Windows.
Currently, no free "clone" of Matlab is as fast as Matlab 6.0 itself.
Octave is language-compatible with Matlab, but not a top performer on Windows.
Scilab is a free alternative of Matlab for "richness" more than for performance.
Ox is a very efficient matrix language, especially for batch process of scripts.
