The R portion needs some serious filling - for starters: you include the Julia wrapper to glmnet, which was originally implemented in R. glmnet - lasso/ridge/e

The R portion needs some serious filling - for starters: you include the Julia wrapper to glmnet, which was originally implemented in R. glmnet - lasso/ridge/elastic net glm models. e1071 - SVM classifiers. randomForest - random forest classifiers. mixOmics - a good collection of component-based approaches (PCA, ICA, PLS, etc. includes sparse variants of all of the above is feature selection is required). caret - similar to Java's Weka.