Back to the Future: Lisp as a Base for a Statistical Computing System

The application of cutting-edge statistical methodology is limited by the capabilities of the systems in which it is implemented. In particular, the limitations of R mean that applications developed there do not scale to the larger problems of interest in practice. We identify some of the limitations of the computational model of the R language that reduces its effectiveness for dealing with large data efficiently in the modern era. We propose developing an R-like language on top of a Lisp-based engine for statistical computing that provides a paradigm for modern challenges and which leverages the work of a wider community. At its simplest, this provides a convenient, high-level language with support for compiling code to machine instructions for very significant improvements in computational performance. But we also propose to provide a framework which supports more computationally intensive approaches for dealing with large datasets and position ourselves for dealing with future directions in high-performance computing. We discuss some of the trade-offs and describe our efforts to realizing this approach. More abstractly, we feel that it is important that our community explore more ambitious, experimental and risky research to explore computational innovation for modern data analyses.