We built an integrated nonlinear analysis software (INA)-designed to study space plasma turbulence and intermittency. The MATLAB programming environment was used for the algorithmic development and implementation of methods for spectral analysis, multiscale fluctuations and multifractal analysis. The performance of INA is demonstrated using magnetic field measurements during an inbound pass through the Earth's magnetosheath region of the Cluster 3 spacecraft. We show how specific features of the power spectral density can be mapped to localized time-frequency regions in the spectrogram representation, and identify multiple intermittent events using the wavelet-based local intermittency measure. Multiscale probability density functions showed clear departures from Gaussianity, signifying the presence of intermittency. Structure functions and rank-ordered multifractal analysis revealed the multifractal nature of the analyzed signal. INA is freely distributed as a standalone executable file to any interested user, and provides an integrated, interactive, and user-friendly environment in which one can import a data set, customize key analysis parameters, apply multiple methods on the same signal and then export high-quality, publication-ready figures. These are only a few of the many distinguishing features of INA.