R

R is the extended GNU implementation of S.

I've seen some strong endorsement of this tool, and it appears to be very actively developed. it's also open source and modular, which means that if you have any particular extensions you want made, it should be relatively simple to make them.

On a debian system, you should be able to install this with most of the simple bells and whistles with:

sudo apt-get install r-recommended


cdelacruz@metis:~$ sudo apt-get install r-recommended
Password:
Reading package lists... Done
Building dependency tree... Done
The following extra packages will be installed:
  r-base-core r-cran-boot r-cran-cluster r-cran-foreign r-cran-kernsmooth
  r-cran-lattice r-cran-mgcv r-cran-nlme r-cran-rpart r-cran-survival
  r-cran-vr zlib-bin

The following NEW packages will be installed:
  r-base-core r-cran-boot r-cran-cluster r-cran-foreign r-cran-kernsmooth
  r-cran-lattice r-cran-mgcv r-cran-nlme r-cran-rpart r-cran-survival
  r-cran-vr r-recommended zlib-bin


Suggested packages:
  ess r-doc-info r-doc-pdf r-doc-html r-mathlib r-base-html r-base-latex
Recommended packages:
  r-base-dev


cdelacruz@metis:~$ sudo apt-get install r-base-dev ess r-doc-info r-doc-pdf r-doc-html r-mathlib r-base-html r-base-latex