It does not need any introduction to economists/statisticians/etc… however, I find necessary to spend some words and space on it too, since in this blog I have been widely speaking of everything an economist should have in his backpack (LaTex, and Stata, but also WXmaxima and Graph -for those who, like me, would love to get some help when doing TA in math for economist)

http://en.wikipedia.org/wiki/R_(programming_language)

http://www.r-project.org/

http://en.wikibooks.org/wiki/R

This is a very useful package for R, which can help you while you are still a beginner:

http://socserv.mcmaster.ca/jfox/Misc/Rcmdr/

how to install it?

http://socserv.mcmaster.ca/jfox/Misc/Rcmdr/installation-notes.html

but what is this?

John Fox (2005),  The R Commander: A Basic-Statistics Graphical User Interface to R, Journal of Statistical Software, 14, No. 9.