Installation under Gentoo is straightforward too (emerge dev-lang/R).

Updating has never really been a problem.  CRAN packages are rebuilt if
needed when updating R, and periodically all you need to do is fire up R and
use update.packages() to update any packages you've installed.

Another pro to consider is the cost, you can obtain R for free,
SAS/S-Plus/Stata all have licenses of some sort that require purchasing.

Neil
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