Hi, de Silentio.
That's an excellent question. I do know that there is a book written by William James that is actually entitled
"Essays in Radical Empiricism".
I guess they call Pragmatism 'Radical Empiricism' because of the movement of their focus (the "Pragmatists") away from the basic structure of the older empricism (which we can trace from Bacon through Locke to Kant) and their subsequent absolutization of empirical reality.
In 20th Century American Pragmatism as I understand it, there does not exist a 'thing-in-itself', but rather things exist for themselves as kinds of absolutes without conjecture as to any ultimate nature. It is this absolutizing of empirical things in James and the subjective
psychological encounter with empirical reality which seperates it from the older philosophical exploration of empirical reality. In the older theory the thing-in-itself is hypothesized (by Kant) and knowledge of god is deduced (by Locke) through intuition. Such first order metaphysical speculation as is found in the older empiricist theory is therefore rejected in 20th Century Pragmatism. Pure theory is rejected for pure practise and Pragmatism is generally understood to be allied with the sciences (as opposed to Phenomenology, for example, which often shows itself hostile to modern science).
--Pyth