Is Fortran actually the best choice for this application?

Fortran is like fast, typed, compiled Matlab (with smaller standard library, but a lot of numerical libraries available all over internet).

Nut yes, exploratory data analysis, something interactive like NumPy + Matplotlib, Matlab or R might be better.

But NumPy + matplotlib is kinda painful to set up first to be interactive, R the language is wonky, and Matlab cost a lot of money (and the free alternative, Octave, has much more limited graphics, and they are kind of ugly, too).

Of course, Fortran has no graphing capabilities, so one needs some tool for that anyway.