AD Model Builder (ADMB) is described as 'AD Model Builder, or ADMB, is a powerful software package for the development of state-of-the-art nonlinear statistical models. ADMB is built around the AUTODIF Library, a C++ language extension which implements reverse mode automatic differentiation'. There are three alternatives to AD Model Builder (ADMB) for Windows, Linux, Mac and BSD. The best alternative is R (programming language), which is both free and Open Source. Other great apps like AD Model Builder (ADMB) are SOFA Statistics (Free, Open Source) and WinBUGS (Free, Open Source).
SOFA Statistics is an open-source statistical package, with an emphasis on ease of use, learn as you go, and beautiful output. The name stands for Statistics Open For All. It has a graphical user interface and can connect directly to MySQL, SQLite, MS Access, and MS SQL Server.
WinBUGS is statistical software for Bayesian analysis using Markov chain Monte Carlo (MCMC) methods. It is based on the BUGS (Bayesian inference Using Gibbs Sampling). It runs under Microsoft Windows, though it can also be run on Linux using Wine.