[... OS X ...]
As a Unix old-timer, it seems very strange to talk about "Unix"
without mentioning a command-line interface or any of the supporting
programs that make up the whole system. How does one, on an OS X out
of the box run a shell script?
Same way you would under any Unix: type its name to your shell.
*Getting* a shell is the only part that's at all difficult, and that's
just a matter of clicking on Terminal, AIUI.
Where in OS X do I find sed or m4 or awk?
I don't run OS X, but I once remotely helped someone who did, and, over
an ssh login, it felt like Unix, with some slight oddities (which
became more apparent the deeper you dug, either into sysadmin stuff or
into system programming stuff). Things like sed and awk? I don't
recall looking up the directory, but they were in my path....
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