Debian APT, the Debian package management utility, has a core role on any current iPhone. It's automatically installed as part of the iPhone jailbreak.
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Apt-get allows you to install, update, upgrade and remove packages. Using apt-get becomes second nature after a while. It's often a lot easier to download and install software at the command line rather than firing up Cydia. Run apt-get with the -h flag to print out help text for the command.