In reply to Pete Sherick.

I am not aware of any way to send R output to the SAS log in real time. However, I have previously written about how to monitor the progress of a long-running SAS/IML program. Because you can call the SUBMIT block in a loop you could do something like this:

proc iml;
do i = 1 to 10; /* break simulation into 10 chunks */
submit i / R;
# compute 10% of the simulation
startIter = 1 + 1000*(&i-1);
endIter = 1000*&i
Sys.sleep( 0.5 )
endsubmit;

pct = 10*i;
/* display info to SAS log */
submit pct;
%put Percent Complete = &pct%;
endsubmit;
end;
print "Execution finished";