Debian Packages: r-base.
There is an excellent selection of very high quality statistical software available for Debian GNU/Linux. A favourite is R, an open source version of S/SPlus, widely used in the academic statistical community.
While R has it's own interpreter and interactive shell, the examples provided here use the RPy interface (Section 72.2.2) so that we can use R inside of Python programs. This is simply a convenience of staying within the one environment.