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R

A collection-oriented programming language and environment for statistical computing and graphics.

From its homepage:

R is `GNU S' - A language 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, ...).

• The R Project for Statistical Computing.
• The Comprehensive R Archive Network.