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CasioTheSane comments on What is the best programming language? - Less Wrong Discussion
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I recommend these: Girke Lab R manuals
Full disclosure, I am biased because I co-authored several of those... but I really do think they're quite good. They're oriented primarily towards people that want to do biology/bioinformatics with R.
Bayesian content is in the works...
That's sweet, thanks!
R is severely lacking free tutorials. (As is bayesian stats)