Model name	Abbreviation	R Package
Bayesian Generalized Linear Model	bayesglm	arm
C5.0	C5.0	C50, plyr
Single C5.0 Ruleset	C5.0Rules	C50
Single C5.0 Tree	C5.0Tree	C50
Conditional Inference Tree	ctree2	party
Multivariate Adaptive Regression Spline	earth	earth
Boosted Generalized Linear Model	glmboost	plyr, mboost
Penalized Discriminant Analysis	pda	mda
Shrinkage Discriminant Analysis	sda	sda
Flexible Discriminant Analysis	fda	earth, mda
Lasso and Elastic-Net Regularized Generalized	glmnet	glmnet
Linear Models
Penalized Discriminant Analysis	pda2	mda
Stepwise Diagonal Linear Discriminant Analysis	sddaLDA	SDDA
Stochastic Gradient Boosting	gbm	gbm, plyr
Multivariate Adaptive Regression Splines	gcvEarth	earth
Boosted Logistic Regression	LogitBoost	caTools
Penalized Multinomial Regression	multinom	nnet
Penalized Logistic Regression	plr	stepPlr
CART	rpart	rpart, plyr, rotationForest
Stepwise Diagonal Quadratic Discriminant Analysis	sddaQDA	SDDA
Generalized Linear Model	glm	stats
Nearest Shrunken Centroids	pam	pamr
Cost-Sensitive CART	rpartCost	rpart