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The following are descriptions of and links to some free statistical software. 

 

R is the most versatile and comprehensive free statistics software available.  It is comparable to S-plus.  Its code is open source.

 

WinBUGS is a software for Markov chain Monte Carlo (MCMC) simulation in Bayesian hierarchical models.  Its code is not open source.  Note the two add-ons GeoBUGS and PKBUGS for spatial and pharmokinetic data analyses, respectively.

 

OpenBUGS is similar to WinBUGS.  Its code is open source.

 

StatCrunch is a more basic software with most (if not all) of its analytic methods being classical (or frequentist-based) in philosophy.  It appears to be designed for those who do not typically call themselves statisticians, but who (hopefully) know what they are doing. Its code is not open source.