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/