In my posts to this blog (less frequent than I would like, hopefully more frequent in the future), I’ve often mentioned my R package regtools, which contains a number of functions useful for regression and classification. None of them duplicate what is available in the excellent packages on CRAN, so I will dare characterize regtools as innovative. In spite of the smiley emoticon in that last sentence, I hope you feel the same way.
You can download the package from CRAN, and yes, Joe R., it includes a vignette. It begins with an example of one of the main features of the package, the use of nonparametric regression estimation to assess the fit of parametric regression models. I think/hope you’ll find it interesting.