This is the official home of mt4R.dll
mt4R.dll will give you the ability to start the R engine and call R functions directly from your MQL4 scripts, indicators and EAs. Its a thin wrapper/frontend around Rterm.exe with an easy and intuitive MQL4 API. All you need is a working installation of R (http://www.r-project.org/) on your trading PC and the two files (mt4R.dll and mt4R.mqh) installed in their appropriate MT4 folders.
There is documentation inside mt4R.mqh that should get you started without problems, the idea is quite simple, if you already know R you will intuitively understand what you can do with this library. Please read it before you ask any questions. The API reference is also available for browsing it online. Finally also the code of Trend-O-Mat and Arb-O-Mat may serve as an example how this API is meant to be used.
On ForexFactory you will find a few threads about it and some other projects using mt4R.dll that might answer additional questions.
Below are two zip archives. The first one is the one that is needed to use it. Unzip it and read the instructions contained in mt4R.mqh.
The other zip that is labled "source" contains the source code of the DLL, you don't need it for using the DLL. The DLL is written in Free Pascal (using the Lazarus IDE). Note that the whole project is released under the GNU General Public License. If you want to redistribute it as part of your own project you must release all your source code that links to this DLL (all your mql4 code that includes the header file) under GPL too!
If you need a commercial license for a commercial closed source project then please contact me.