Joshua Niehus:

Serious how hard is it to just do:
then press "Command+b" (Sublime text) and watch it work/fail?

With a REPL you don't need to repeat the precedent computations every time you add something. You keep building on what you have already done. This saves you time (beside saving you the time of hundreds of compilations).

A REPL is handy when you don't know the correct usage of something: you try something, read the error it gives you, ask for some help to the system, and try again, etc.

A REPL is very handy when you are doing
http://en.wikipedia.org/wiki/Exploratory_programming

If your interactive system also has some cumulative graphics output this is very handy, you can rotate and change plot parameters interactively until you find some good ones (this is possible in Mathematica).

Bye,
bearophile

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