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The Data Scientist’s Toolbox is a free online class taught by Jeff Leek, Brian Caffo and Roger D. Peng of Johns Hopkins University
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For those who want to learn about Big Data, Johns Hopkins University offers a "Data Science" Specialization on Coursera, a series of 9 free* courses and a final project (4 weeks each, total 40 weeks):
1. The Data Scientist's toolbox
2. R Programming
3. Getting and Cleaning Data
4. Exploratory Data Analysis
5. Reproducible Research
6. Statistical Inference
7. Regression Models
8. Practical Machine Learning
9. Developing Data Products
10. Capstone Project
*there is a $49 fee to pay (for each course and project) if you want a certified signature track. Signature Track is optional. You can still participate in the course for free and earn a Statement of Accomplishment.