R
Officially known as the R project for statistical computing, R is an open source software environment designed for statistical computing and graphics, though which can be used as a general purpose mathematical tool. Instructions for installing the "bare minimum" command-line version of R are below. Users of all operating systems might benefit from installing the RStudio™ integrated development environment which provides a more intuitive user interface. For emacs users there is the Emacs Speaks Statistics package.
Windows
Install R using the instructions in th R Windows FAQ. To run R, double-click on the shortcut created at installation.
Mac
Install R using the instructions on the R website http://www.stats.bris.ac.uk/R/bin/macosx/.
Linux
Debian/Ubuntu: Install the r-recommended package:
apt-get install r-recommended
Fedora: Install the R-core package
yum install R-core
Running a simulation in R
To run a simulation in R, start up R in the same directory as the dowloaded file and then type:
source("filename.R")
where filename.R is the name of the downloaded file.