It's not specific, it's just my recent experience. Hadley released his bigvis package a few weeks ago, and it contains the beginnings of a weighted average routine I sure can use.

mmap is a package that let me create a fast db from scratch in a day. ggplot, lattice and all the charting routines are a joy to work with.

I'm interested in random forests today, and I bet there's a package that links to the standard libraries whatever they are. This is also probably true for python, but Julia you'd have to build the API.