The Glasgow Haskell Compiler is a state-of-the-art, open source compiler and interactive environment for the functional language Haskell.
GHC can take a Haskell script (they usually have a .hs extension) and compile it but it also has an interactive mode which allows you to interactively interact with scripts. You can call functions from scripts that you load and the results are displayed immediately. For learning it's a lot easier and faster than compiling every time you make a change and then running the program from the prompt. The interactive mode is invoked by typing in ghci at your prompt. If you have defined some functions in a file called, say, myfunctions.hs, you load up those functions by typing in :l myfunctions and then you can play with them, provided myfunctions.hs is in the same folder from which ghci was invoked. If you change the .hs script, just run :l myfunctions again or do :r, which is equivalent because it reloads the current script.