Entropy Based Analysis and Tests for Time Series (tseriesEntropy)
Implements an Entropy measure of dependence based on the Bhattacharya-Hellinger-Matusita distance. Can be used as a (nonlinear) autocorrelation/crosscorrelation function for continuous and categorical time series. The package includes tests for serial dependence and nonlinearity based on it. Some routines have a parallel version that can be used in a multicore/cluster environment. The package makes use of S4 classes.

Harvest the Classification Tree (Harvest.Tree)
Aimed at applying the Harvest classification tree algorithm, which is a modified algorithm of classic classification tree. It was firstly used in drug discovery field, but it also performs well in other kind of data, especially when active region is unrelated.To learn more about the harvest classification algorithm, you can go to http://…/220.pdf for more information.

An n-gram Babbler (ngram)
This package offers utilities for creating, displaying, and ‘babbling’ n-grams. The babbler is a simple Markov process.