R is a free software programming environment and programming language for statistical computation, graphics, analysis, and debugging.

R is open-source software designed for data engineers and analysts. R includes several tools for data calculation, manipulation, and graphical display, including its own language, a graphical runtime environment, a debugger, system functions, and the ability to run programs stored in script files. It complies with several operating systems, including Windows, Mac, and Linux.

R for Windows runs with Rgui.exe as a GUI console window to help you use the program more easily for some basic tasks.

Scripts, text files with groups of commands, are executed by R to perform functions. For a primer on that, check out the tutorial Kickstarting R - Writing R scripts

R for Windows isn't for every geek. However, this is your pick if you have outgrown your Excel Spreadsheets and are looking for a deeper dive into statistical analysis.