With this tool, a user should be able to quickly implement
    complex random effect models through simple C++ templates. The package combines
    'CppAD' (C++ automatic differentiation), 'Eigen' (templated matrix-vector
    library) and 'CHOLMOD' (sparse matrix routines available from R) to obtain
    an efficient implementation of the applied Laplace approximation with exact
    derivatives. Key features are: Automatic sparseness detection, parallelism
    through 'BLAS' and parallel user templates.

graphics, methods, stats, utils, Matrix (>= 1.0-12)

Functions for Drawing Ellipses and Ellipse-Like Confidence
Regions

Duncan Murdoch <murdoch@stats.uwo.ca> and E. D. Chow 
    (porting to R by Jesus M. Frias Celayeta <iosu@bureau.ucc.ie>)

Contains various routines for drawing
    ellipses and ellipse-like confidence regions, implementing the plots
    described in Murdoch and Chow (1996), A graphical display of large
    correlation matrices, The American Statistician 50, 178-180. There are
    also routines implementing the profile plots described in Bates and
    Watts (1988), Nonlinear Regression Analysis and its Applications.

A rewrite of the graphics layout capabilities, plus some
  support for interaction.

A powerful and elegant high-level data visualization
  system inspired by Trellis graphics, with an emphasis on
  multivariate data. Lattice is sufficient for typical graphics needs,
  and is also flexible enough to handle most nonstandard requirements.
  See ?Lattice for an introduction.