For some reason, I find it harder to find what I'm looking for in the R help than just about any other language. That's why you end up not knowing about useful packages for a very long time. Is that just me?
If you want to do any sort of stock analysis, quantmod is really great as it bundles a number of other related packages with financial application together:
<a href="http://www.quantmod.com/" rel="nofollow">http://www.quantmod.com/</a>.<p>If you have to deal with directed graphs, iGraph <a href="http://igraph.sourceforge.net/" rel="nofollow">http://igraph.sourceforge.net/</a>.<p><i>Related Blog Posts</i><p><a href="http://www.r-chart.com/2010/06/stock-analysis-using-r.html" rel="nofollow">http://www.r-chart.com/2010/06/stock-analysis-using-r.html</a><p><a href="http://www.r-chart.com/2010/06/analyze-twitter-data-using-r.html" rel="nofollow">http://www.r-chart.com/2010/06/analyze-twitter-data-using-r....</a>
ddply can be very slow. Strongly recommended to get your data into the form you want in something map-reduce-y _then_ throw it into R for analysis and graphing.
Caret (<a href="http://caret.r-forge.r-project.org/" rel="nofollow">http://caret.r-forge.r-project.org/</a>) is another package that should make the list, if you are using machine learning packages in R.<p>Caret gives you a common interface to you use a huge list of classifiers. Plus, it has some nice functions for data preparation.
The list of database connectors should also include RSQLite:<p><a href="http://cran.r-project.org/web/packages/RSQLite/index.html" rel="nofollow">http://cran.r-project.org/web/packages/RSQLite/index.html</a><p>A really useful article though. I'm going to investigate RandomForest.