If Octave is more-or-less a free replacement for Mathlab, then R does the same to S-Plus. After all, both R and S-plus share the same ancestor. I mean, if you wanted to make a better version of a statistic program called 'R', what would you call that new program of yours? 'S' of course. What about a name after you have improved 'S' overtime? Well, S-Plus seems a good choice. Anyway, I'm not good at statistic at all, but you can learn more at R website
(image (C) R Foundation, from http://www.r-project.org)
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