jrdistribution
Combines R console with GUI for analysis of probability distributions.
... and R console are connected and you can change the probability parameters in the graphical interface and then use them in your script. Moreover, when you change appropriate variables writing an R function, you can see the GUI synchronizing with it.
To use the application you should be able to run Java and have basic R environment installed. You can download it here: http://www.r-project.org/index.html
JRdistribution uses RCaller library which is available here: https://code.google.com/p/rcaller/