R is a scripting language for statistical data analysis and exploration. It was inspired by the statistical language S developed by AT&T. S later was sold to a small firm, which added a GUI interface and named the result S-Plus. SAS and MATLAB are other popular data analysis environments. It is a tool for data manipulation that includes connecting to data sources and slicing and dicing data, data modeling, and visualizations.
The use of R is increasing exponentially in the predictive analytics community.
Of course, the biggest attraction with R is that it is open source, fairly powerful (comparable to the commercial packages), and is flexible (available on Windows, Linux, and Mac).
Let us get started with installation. Windows users visit http://cran.rproject.org/bin/windows/base/ and install the latest version.