I taught myself Racket and that was the single biggest changer in terms of my programming in R and enjoyment of the language. After digging around I learned that scheme was a major influence in R's creation. Your comment now makes me excited to give Julia a spin.
I should add that one of the things I really like about Julia is having closures and higher-order functions, and also lambda. Unlike other Schemers switching to Julia, I don't miss not having tail recursion (if I was writing the kind of code that's more naturally recursive, I likely would have used Scheme / Lisp to start with). About the only thing I have a hard time wrapping my head around is writing macros in Julia -- CL-style macros are somehow a lot easier to think about. But this is likely to change with more experience. Also, I haven't needed Julia macros very oten.
I generally find Julia to be a more expressive and fun language to program in than R or Python. It may be my background -- I've done a fair bit of work in Scheme, and in many ways Julia has lots of what I liked about Lisp in it. I don't need all the numerics and stats libraries that R or Python have; what little I need is easy to cobble together very quickly in Julia or has already been implemented. And the FFI is easy to use; calling C is pretty straightforward.