Every so often, someone asks me what software tools I use to do my NBA analysis.
I do most of my coding in these days. It's a fully object-oriented (literally everything is an object, even numeric literals — for example, 4.succ produces 5!) and dynamic scripting language. Here is a . I recommend for a fun and free intro. The will get you going, too. If you're really serious, pick up and .
I mostly use as my editor. It's free and you can run code directly from it without having to go to the command line.
Pretty much . It's free and has thousands of free stats packages. I use the front end. Also free. The O'Reilly book is a good reference. I also found Everitt and Hothorn's a good starting point. There are seemingly new books coming out every day that use R, like Springer's series. Another great resource for learning R is to follow some blogs, most notably , which aggregates pretty much everything happening in R these days.
That's pretty much it. Add Ruby and R to your other 3 R's and your all set to do some serious (or even not-so-serious) analytical work.