Linear Regression with R - Beginning Example
Lasso and elastic-net regularized generalized linear models.
Flexible and mixture discriminant analysis .
LARS (Efron, Hastie, Johnstone, Tibshirani).
Efficient version of lasso (entire lasso sequence at cost of single least squares fit).
MART (gradient boosting).
Bootstrap and cross-validation .
If using R with Linux: to launch R in an application window type the command "R -g Tk &" into a terminal window
More R references:
for Eclipse 3.6 use http://download.walware.de/eclipse-3.6
To call R from a Java Program