An R package for programming with BUGS models and compiling parts of R. (nimble)
NIMBLE is a system for building and sharing analysis methods for statistical models, especially for hierarchical models and computationally-intensive methods. NIMBLE is built in R but compiles your models and algorithms using C++ for speed. It includes three components:
1. A system for using models written in the BUGS language as programmable objects in R.
2. An initial library of algorithms for BUGS models, including basic MCMC, which can be used directly or can be customized from R before being compiled and run.
3. A language embedded in R for programming algorithms for BUGS models, both of which are compiled through C++ code and loaded into R.
NIMBLE can also be used without BUGS models as a way to compile simple R-like code into C++, which is then compiled and loaded into R with an interface function or object.

Multivariate Analysis Based on Relative Likelihoods (marl)
Functions provided allow data simulation; construction of weighted relative likelihood functions; clustering and principal component analysis based on weighted relative likelihood functions.

Gains Table Package (gains)
This package constructs gains tables and lift charts for prediction algorithms. Gains tables and lift charts are commonly used in direct marketing applications.