MATLAB is a high-level language and interactive programming environment developed by MathWorks. It is the foundation for a number of other tools related to statistical analysis, including Statistics Toolbox, Optimization Toolbox, Curve Fitting Toolbox and Neural Network Toolbox.
Some informative links that show up quite often in answers:
- Online MATLAB documentation for the most recent version (R2011b)
- MATLAB Central File Exchange: a repository of user-contributed MATLAB tools
- MATLAB Central blogs: usually updated weekly by a number of MathWorks employees
- MATLAB Answers: a collaborative environment for getting answers to questions about MathWorks products, similar to Stack Overflow
- comp.soft-sys.matlab Usenet group: can be accessed online through the MATLAB Central Newsreader hosted by MathWorks, or using Google Groups