Morpheus (http://www.zavtech.com/morpheus/docs/) provides a DataFrame analogue to that of R. It is a high performance column store data structure that enables data to sorted, sliced, grouped, and aggregated in either the row or column dimension. It also supports parallel processing for many of these operations using the Fork & Join framework internally.
You can easily read & write data to CSV files, databases and also a proprietary JSON format. Adapters to load data from Quandl, Google Finance and others are also available.
It has built in support for various styles of Linear Regressions, Principal Component Analysis, Linear Algebra and other types of analytics support. The feature set is still growing, but it is already a very capable framework.