You have some great answers already. I think there is no single answer to your question. What language(s) you choose to learn depends on what you intend to do.

When I was a graduate student I too learned some Matlab, Mathematica, Maple, SAS, Stata, because my university had licenses and because in my area of research that’s what others used, so I could easily take existing programs and modify them to my needs. That was a while back. I have since dabbled in Python, Julia, and some statistics software like R and Stata. So what would I recommend?

It’s a multidimensional decision to make. Here are some criteria based on my limited knowledge (I haven’t tried Ruby, another popular choice):

  • Open source: Forget Matlab and Mathematica. Go for R, Python, Julia, C++ and all that. I avoid proprietary software whenever possible.
  • User base: This depends on what you do. Go for R, Python, Stata, C++, C#, Java, Mathematica. You can search stackoverflow for questions you’d need to answer and see which software gets the most support.
  • Ease of learning: R, Julia, Maple are intuitive and easy to learn. Python isn’t all that hard, but less easy. With C++ I didn’t get very far because of the learning curve. I prefer R over Python for its IDE and because it serves my needs immediately. In Python, there are so many libraries and so many ways to do the same thing (like computing a quantile or producing a simple plot) that it quickly gets confusing.
  • Ease of use: R and Stata have great IDEs. Python people will try to sell you their IDE, but in my experience none are as good as, say, RStudio. RStudio is the main reason I use R every day.

When I teach statistics, my students prefer R, the admin people ask for SPSS, the old economists ask for Matlab and Stata, and the forward-looking younger guys go for Python. I learned Python in the early 2000s and I wasn’t too impressed, the switch from 2 to 3 caused the ‘great python stagnation’ (don’t know if that’s a phrase), but Python 3 is now thriving. I use it more and more. Julia has an awesome community and that’s the language I wish I was using more.

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