I am opening this thread to discuss the use of Octave for data analysis. I have recently started taking a Machine Learning class where this tool is used to prototype and analysis data. Here is a good description of the tool. The best part is it is open source and free vs other packages.
"GNU Octave is a high-level interpreted language, primarily intended for numerical computations. It provides capabilities for the numerical solution of linear and nonlinear problems, and for performing other numerical experiments. It also provides extensive graphics capabilities for data visualization and manipulation. Octave is normally used through its interactive command line interface, but it can also be used to write non-interactive programs. The Octave language is quite similar to Matlab so that most programs are easily portable. "
Here are a few links:
Main Website (
Source Forge Download Page (
Octave 3.6.2 Windows (