From <http://cran.R-project.org/doc/FAQ/R-FAQ.html#What-is-R_003f>:

R is a system for statistical computation and graphics. It consists of
a language plus a run-time environment with graphics, a debugger,
access to certain system functions, and the ability to run programs
stored in script files.

The core of R is an interpreted computer language which allows branching
and looping as well as modular programming using functions.  Most of the
user-visible functions in R are written in R. It is possible for the user
to interface to procedures written in the C, C++, or FORTRAN languages
for efficiency. The R distribution contains functionality for a large
number of statistical procedures. Among these are: linear and generalized
linear models, nonlinear regression models, time series analysis, classical
parametric and nonparametric tests, clustering and smoothing. There is also
a large set of functions which provide a flexible graphical environment for
creating various kinds of data presentations. Additional modules ("add-on
packages") are available for a variety of specific purposes.

WWW: http://www.R-project.org/
