I’ve been playing around with the Stan probabilistic programming language for full Bayesian statistical inference lately. Stan has nice R interface in the rstan package. This will be (hopefully) the start of a small serious where we fit some simple models using Stan.

Xgboost is short for eXtreme Gradient Boosting and currently one of best machine learning packages available for R. It is fast, memory efficient and can handle huge amounts of data and won several kaggle competitions.. Xgboost is now on CRAN and can be installed from there.