To call R from Delphi, you may try 
http://www.menne-biomed.de/download/RDComDelphi.zip.

  Example program showing use of R from Delphi.
  Connecting to R via COM using Neuwirth's StatConnectorSrvLib 
  Uses RCom.pas, which is a simple Delphi wrapper for passing
  commands, integer and double arrays.
  See http://cran.r-project.org/contrib/extra/dcom
  By:  [EMAIL PROTECTED]

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