Any idea to run those kind of scripts from Oracle PL/SQL? Any solution would be appreciated. Thanks!
Try the DBMS_SCHEDULER package - to schedule the OS/SAS script to run as a job. http://www.oradev.com/dbms_scheduler.jsp and http://forums.oracle.com/forums/thread.jspa?threadID=414652
I would guess it is more often the other way around, calling the database from SAS or R. There is a interface for Oracle in a SAS data management product, have seen SAS salesmen boasting about how tables in the database can be treated as any other table in SAS (but that was an additional software package to the base SAS). In R you have several options; general ODBC connection, specific Oracle database interface and convenient tools, and Oracle them selves have been providing interfaces in R for Oracle data mining. Don't know about Oracle calling R directly though I have seen such an project for PostgresSQL.