Matlab, but partly because R is free, more and more people & companies choose to use R as a major working language. Nothing wrong with that, I am at the moment changing some of my Kalman Filter Matlab codes to R.My favorite software is
One bothering issue is each software has its own coding rules, for example, in Matlab we use a(1,1) but in R we use a[1,1]; in Matlab we have ones(3,2) but in R we dont have such a command but matrix(1,3,2), etc. (I am always wondering why they can't be designed in a similar way). It does bring me trouble sometimes, luckily I came across a web page similar as cheat-sheets, it lists those widely used commands in R and corresponding commands in Matlab, very convenient indeed.
Search before trial & error: http://mathesaurus.sourceforge.net/octave-r.html
Walking Randomly suggests another excellent PDF manual consisting of 47 pages, fantastic! http://www.math.umaine.edu/~hiebeler/comp/matlabR.pdf
Tags - r , matlab
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