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R Language Features: Applications And Extensions

Applications and Extensions of Open Source R

*** Requires additional open-source community packages from CRAN


Data Mining and Machine Learning

  • Association rules arules and Cubist
  • Tree Based Methods
  • Regularization and Shrinkage Methods
    • Lasso lasso2 and lars
    • Lasso for groups grplasso
    • L1 (lasso) and L2 (ridge) shrinkage glmnet
    • L1 and L2 shrinkage for GLM and Cox models penalized
    • Semiparametric additive hazards models under lasso penalties are offered by package ahaz
    • Variable selection through clone SVMs penalizedSVM
    • Penalized discriminant analysis hda, rda, sda, and SDDA
  • Boosting
    • Tree based gradient descent boosting gbm
    • Hinge-loss optimization bst
    • Generalized Additive Models (GAM) GAMBoost and mboost
    • Likelihood boosting for Cox models CoxBoost
    • Likelihood boosting for mixed models GMMBoost
    • Tree based boosting with errors in variables gbev
    • GAMLS models gamboostLSS
  • Support Vector Machines
  • Bayesian Methods
    • Bayesian Additive Regression Trees BayesTree
    • Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes including Bayesian CART and treed linear models tgp
    • Bayesian logistic regression models with high-order interactions BPHO
    • Naive Bayes models for binary classification with bias corrected feature selection predbayescor
  • Optimization using Genetic Algorithms Packages gafit, rgp, and rgenoud
  • Model selection and validation
    • Hyper-parameter tuning e1071
    • Error rate estimation ipred
    • ROC curves ROCR
    • Tuning predictive model parameters caret
  • Data Mining GUI rattle

Statistical Methodology

Other Distributions Available in Third-Party Packages ***

  • Discrete distributions:
  • Continuous distributions:
    • Arcsine distribution : distr.
    • Beta distribution and its extensions :
      • zero and one inflated beta distribution gamlss.dist
      • generalized beta of the first and second kind. VGAM, GB2 and mc2d
      • Lomax
      • inverse Lomax
      • Dagum
      • Fisk (aka log logistic), (inverse or not)
      • paralogistic
      • Singh-Maddala distribution
    • Benini distribution : VGAM.
    • Birnbaum-Saunders distribution VGAM
    • Generalized Birnbaum-Saunders distribution gbs.
    • Box Cox distributions : gamlss.dist
  • Mixture of probability laws:
  • Random matrices:
    • Marcenko-Pastur distribution : RMTstat.
    • Tracy-Widom distribution : RMTstat,
    • Wishart distribution : RMTstat.
    • Spiked Wishart Maximum Eigenvalue Distributions :RMTstat.
    • White Wishart Maximum Eigenvalue Distribution : RMTstat.
  • Copulas:
        • Gaussian
        • Student
        • Cauchy
    • Extreme value copulas : fCopulae
        • Gumbel
        • Galambos
        • Husler-Reiss
        • Tawn
        • BB5
    • Eyraud-Farlie-Gumbel-Morgenstern : VGAM and copula.
    • Nested copulas : nacopula.
    • Plackett : VGAM and copula


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