R

R is 'GNU S' - A language and environment for statistical computing

and graphics. R is similar to the award-winning S system, which was

developed at Bell Laboratories by John Chambers et al. It provides a

wide variety of statistical and graphical techniques (linear and

nonlinear modelling, statistical tests, time series analysis,

classification, clustering, ...).

R is designed as a true computer language with control-flow

constructions for iteration and alternation, and it allows users to

add additional functionality by defining new functions. For

computationally intensive tasks, C, C++ and Fortran code can be

linked and called at run time.

S is the statistician's Matlab and R is to S what Octave is to Matlab.