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Multivariate

ICS

The package implements Tyler et al.'s and Oja et al.'s method of two different scatter matrices to obtain an invariant coordinate system or independent components, depending on the underlying assumptions.

ICSNP

Tools for multivariate nonparametrics, as location tests based on marginal ranks, spatial median and spatial signs computation, Hotelling's T-test, estimates of shape

Hmisc

The Hmisc package contains many functions useful for data analysis, high-level graphics, utility operations, functions for computing sample size and power, importing datasets, imputing missing values, advanced table making, variable clustering, character string manipulation, conversion of S objects to LaTeX code, and recoding variables.

GenKern

Computes generalised KDEs

GPArotation

Gradient Projection Algorithm Rotation for Factor Analysis. See ?GPArotation.Intro for more details.

FactoMineR

an R package for exploratory data analysis