There are many specific packages you can use, but R is the most compressive free package available. To begin go to
You will need to navigate to the download pages (http://cran.r-project.org/mirrors.html). From this list of “mirror sites,” choose the closest to you.
You will then have the opportunity to choose which version to download, depending on your operation system (Mac, Windows, or Linux). Use the links for “Precompiled binary distributions” at the top of the page and not the “source code.”
Note, that you will usually be directed to download the most recent “build” or version of R for your operation system (OS), but if you have an older version of an OS then look for the links for this older system as the newer versions of R may not work as well for you. This is NOT likely to be an issue unless you are using Windows XP or older, but if you have problems running R, you might consider installing an older version of R.
Next you may want to download specific packages so you can do specialized analysis in R. For that blog, stay tuned!