Hi.
I've managed to make a *very* simple wrapper around the xts library for 
R into OCaml. (Need to be downloaded from CRAN for OCaml users, but I 
expect other wrapping to be fairly similar...). The good, good, good 
thing (from my humble point of view) is that all loading is done 
statically: Loading the R interpreter is done statically. Loading the 
xts library is done statically... etc...
See below.
Hopefully, one may one day consider R to be a statically-typed, 
type-inferred, compiled, statistical language, with Lwt-style 
multithreading.
:)
> yziquel at seldon:~/git/ocamlr-xts$ ocamlbuild xts.cmo
> Finished, 1 target (0 cached) in 00:00:00.
> + ocamlfind ocamlc -c -package R.interpreter -o xts.cmo xts.ml
> File "xts.ml", line 37, characters 4-9:
> Warning P: this pattern-matching is not exhaustive.
> Here is an example of a value that is not matched:
> []
> Finished, 2 targets (0 cached) in 00:00:00.
> yziquel at seldon:~/git/ocamlr-xts$ cd _build/; ocaml-batteries
>         Objective Caml version 3.11.1
> 
>       _________________________________
>      |       | |                       |
>     [| +     | | Batteries Included  - |
>      |_______|_|_______________________|
>       _________________________________
>      |                       | |       |
>      | -    Type '#help;;'   | |     + |]
>      |_______________________|_|_______|
> 
> 
> # #require "R.interpreter";;
R interpreter statically loaded.
> # #load "xts.cmo";;
xts library statically loaded.
> Le chargement a n?cessit? le package : xts
> Le chargement a n?cessit? le package : zoo
> 
> Attachement du package : 'zoo'
> 
> 
> 	The following object(s) are masked from package:base :
> 
> 	 as.Date.numeric 
> 
> xts now requires a valid TZ variable to be set
>  no TZ var is set, setting to TZ=GMT
Printing stuff at "compile-time"... That's ugly, I know...
> # R.sexptype Xts.xts;;
> - : R.sexptype = R.PromSxp
So we indeed have a function.
> # let x = R.eval [Xts.xts];;
> val x : R.sexp = <abstr>
We construct a dummy time series...
> # R.sexptype x;;
> - : R.sexptype = R.RealSxp
> # 
Cool...
The xts.ml code is essentially:
> (* You describe the library, its name and symbols. *)
> module Description : R.LibraryDescription = struct
>   let name = "xts"
>   let symbols = ["xts"]
> end
> 
> (* You instatiate the library per se. *)
> module Library : R.Library = OCamlR.Require (Description)
> 
> (* Then you name the sexps in the same order as the symbols above. *)
> let [xts] = Library.root
The OCamlR wrapper and the xts binding are not finished at all, but an 
OCaml-R Debian package for 64 bits is available at
	http://yziquel.homelinux.org/topos/debian-ocamlr.html
	http://yziquel.homelinux.org/topos/debian-repository.html
	http://yziquel.homelinux.org/debian/pool/main/o/ocaml-r/
when my laptop's up, wifi working, et ceterae. All in french for now, 
and documentation is not up to date... That will come.
OCaml-R itself is hosted here:
	https://gna.org/projects/ocaml-r/
-- 
      Guillaume Yziquel
http://yziquel.homelinux.org/