R is a language and environment for statistical computing and graphics, which is similar to S-Plus. It is available as Free Software under the terms of the Free Software Foundation's GNU General Public License. The system runs on Windows, Linux, Mac. You can download it from CRAN R project which has software packages for Unix, Linux, Windows, and Mac.
R is a programming language, and runs a ``command'' in an interactive manner, known as ``interpretor.'' Each command is requested in a form of ``function'': For example, it is the function q() to quit the program.
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