Statistical Analysis Library

I am looking for a library that can calculate the predicted values of a set of data (x) given a set of actual data (y). For example if I have a table of data which represents the height and foot size for 1000 men. I want the library to be able to calculate a regression (Linear and non-linear) on the data, then given the formula, return the expected height given the footsize or footsize given the height. I would also like to be able to have other values returned, such as Minimum, maximum, average, Standard Deviation, etc returned on each column of data, the predicted values or the differences between any two columns.

Does anyone know of anything around?

Thanks in advance

Alan Liddle