R, Stata and Python offer great functionality that is sufficient for most uses. But of course they are not the only languages available. Below we summarize several alternatives that are also commonly used by researchers and data scientists.
Julia
Julia is a high-performance, just-in-time compiled programming language. It is a fairly new competitor to R, MATLAB and Python, and focuses on delivering performance that is close to statically compiled languages (e.g. C++), while keeping the benefits of a high-level programming language. One of the main benefits of Julia is that it offers efficient computation of loops, which is where its competitors usually provide slow execution times.
Julia is open-source and can be downloaded here: Julia Download | Installation Instructions
MATLAB
MATLAB (matrix laboratory) is a high-level programming language and an environment for numerical computation and visualization. As the name suggests, the language is great for numerical computation centered around linear algebra, but also offers a range of other functionality (e.g. symbolic computing).
MATLAB is is proprietary and a license is required. TiU provides a campus license, which allows you to install MATLAB on your computer. Instructions can be found here: Installation Instructions