Fityk – nonlinear regression software (GUI and command line)
gretl – gnu regression, econometrics and time-series Library
JAGS – Just another Gibbs sampler (JAGS) is a program for analysis of Bayesian hierarchical models using Markov Chain Monte Carlo (MCMC) developed by Martyn Plummer. It is similar to WinBUGS.
SCaViS – Java-based statistical analysis framework for scientists and engineers. It includes an advanced IDE and Jython shell.
Salstat2^{[1]} – Deriveb from Salstat. It can be scripted by using python, it can make interactive charts, manipulate Microsoft Excel and also you can import and export data
SciPy (a Python library for scientific computing) contains the stats sub-package which is partly based on the venerable |STAT (a.k.a. PipeStat, formerly UNIX|STAT) software
scikit-learn extends SciPy with a host of machine learning models (classification, clustering, regression, etc.)
Shogun, an open source Large Scale Machine Learning toolbox that provides several SVM (Support Vector Machine) implementations (like libSVM, SVMlight) under a common framework and interfaces to Octave, Matlab, Python, R
Simfit – Simulation, curve fitting, statistics, and plotting