XploRe

XploRe is a combination of classical and modern statistical procedures, in conjunction with sophisticated, interactive graphics. XploRe is the basis for statistical analysis, research, and teaching. Its purpose lies in the exploration and analysis of data, as well as in the development of new techniques. In addition, XploRe is a high level object-oriented programming language.
XploRe is a complete statistical programming package, including a great variety of methods such as: generalized linear models and generalized partial linear models, nonparametric methods such as kernel estimation and smoothing, spline smoothing, single index models, generalized additive models, finanical option pricing, stock simulation, nonlinear time series analysis, and modern regression techniques with wavelets and neural networks.
Both commercial and free academic versions are available. Additional information is available at:
http://www.xplore-stat.de/index_js.html