You have to ask yourself how important functional programming is for you. You know C++ so you probably know OO. I would say it's easier to do FP in Clojure (because you can't really drop back to OO-style) in Scala you will probebly end up dropping FP and do more OO style.
I can't really say anything about your application space.
Since you mentioned R, there is an R-like Clojure library for statistics called Incanter. I don't know about other existing projects in your application space.
There is a lot of information about both languages, so that should not be a problem. The learning curve is kind of steep with both languages. Clojure is a much smaller language and since you already know some lisp it should not be to hard to learn the important stuff. Scala has a type system that will be hard to pick up especially since your main experience is with C/C++.
Both languages have great concurrency models and you will probably be happy with both.
