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Beginning R: The Statistical Programming Language Mark Gardener
Publisher: Wrox Press, Inc.

Besides being freely available, it is also a powerful statistical programming language based on S. Although I'm not a big fan of “Numerical recipes”, it's not too bad a place to start. The Math So because its cool, kids learn it in uni, then use it in their PhD's, start ups etc. Begin by starting the R environment. It is the language I always use for the analysis of MCMC output. The R programming language is an open-source, interactive language that was designed for manipulating datasets, creating visualizations, and performing statistical analyses. Like many statisticians, I probably use R more than any other language in my day-to-day work. R and S-PLUS: R is a favourite in university stats departments. Although R has many flaws, it is well suited to programming with data, and has a huge array of statistical libraries associated with it. There is even a module that allows your Perl code to interface with the statistical computing language R (Statistics::R).