R

This software, put together by some 40 volunteers around the world, implements a "dialect" of the S statistical computation and graphics language. Interestingly, one of the developers of S, John M. Chambers, is also a developer of R. The major difference with respect to S is that R employs "lexical scoping," which can make for more natural functional expressions. "Most S code will run under R." Besides standard functions, C and Fortran code can be called by R routines. The program is available under the "GNU General Public License," so the source code is freely available. There are also binaries for a variety of platforms. This site also contains an extensive number of contributed packages that extend the language as well as extensive documentation.

http://www.r-project.org/