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R Package 'rms' for Regression Modeling

If you attended Frank Harrell's Regression Modeling Strategies course a few weeks ago, you got a chance to see the rms package for R in action. Frank's rms package does regression modeling, testing, estimation, validation, graphics, prediction, and typesetting by storing enhanced model design attributes in the fit. rms is a re-written version of the Design package that has improved graphics and duplicates very little code in the survival package.

First install the rms package:
install.packages("rms")

Next, load the package:
library(rms)

Finally, run this command to get very extensive documentation of many of the features in the rms package:
?rmsOverview

You can also get a walk-through consisting of several example uses of functions in the rms package for modeling and graphics.
example(rmsOverview)