Here's an example using rpy2 for principal components analysis:
import rpy2.robjects as robjects
r = robjects.r
m = r.matrix(r.rnorm(100), ncol=5)
pca = r.princomp(m)
r.plot(pca, main="Eigen values")
It's pretty readable for an S programmer, so this looks promising.
Unfortunately it doesn't currently seem to work with IronPython via IronClad. Perhaps someday...