c#,...depends on what you specifically need. There is several open source math libraries out there, and to customize time series a lot can be done out of the box. If anyone has a need for more specific C# issues then I am happy to chime in and try to help as far as I can.
In general I agree that if you want to get your feet wet quick and do not deal with millions of data points then R is probably the best tool, else I would think very hard before wasting a lot of time on a tool that cannot handle the job...
In general I agree that if you want to get your feet wet quick and do not deal with millions of data points then R is probably the best tool, else I would think very hard before wasting a lot of time on a tool that cannot handle the job...
R is the best of the 3 languages for doing any heavy statistics work, but lacks as a general programming language... (performance is not its forte). Python and C# are pretty evenly matched, in terms of performance and verbosity.
Python's numpy and pandas libraries may give it some edge when it comes to data analysis, Im not sure if .NET has something similar (maybe volpunter can pointed out)