R is an open-source statistical computing environment distributed under the GNU public license. It is based on the S language and is very closely tied to commercially available S+. The central distribution point for R is CRAN [Comprehensive R Archive Network]. R can be downloaded as a binary for Windows or as either source or ``packages [.rpms]'' for Linux and a host of other platforms.
Zelig [by Kosuke Imai, Gary King, and Olivia Lau]: An outgrowth of Clarify for Stata, an engine for data analysis that links R packages to simplify simulation and interpretation.
VGAM [by Thomas Yee]: A library of Vector Generalized Additive Models (and generalized linear models). VGAM considerably extends the limited dependent variable techniques in the MASS library of Venables and Ripley.
For Stata users: the foreign package in R reads `read.dta' and writes `write.dta' Stata data into R.
For SPSS users: the foreign package supports two SPSS data formats.
Use the package graphicx in LaTeX. In R, graph as follows: (1) Open a device (.png, .jpg, .pdf), (2) plot ..., (3) device(). Then include the path and filename in an includegraphics statement in a LaTeX document [hint: leave out the file extension].