Machine Learning Evaluation Metrics (MLmetrics)
A collection of evaluation metrics, including loss, score and utility functions, that measure regression and classification performance.

Exploring Data with Tree Data Structures (muir)
A simple tool allowing users to easily and dynamically explore or document a data set using a tree structure.

A cross-platform R package to run RStan in parallel http://www.stat.cmu.edu/~nmv/ (rstanmulticore)
A cross-platform (Windows, Linux, and Mac) R package to parallelize RStan MCMC chains across multiple cores. The syntax is very simple: replace calls to stan(…) with pstan(…).