I am walking through "The Elements of Statistical Learning", and providing R examples to accompany the text. This page will aggregate the series together (and as such, will be updated over time):
Outline:
0 Introduction and general links for the series.
1 Introducing the kinds of analysis problems.
2 Overview of Supervised Learning.
2.1 Two ends of the supervised learning spectrum: linear regression and k-nearest neighbors.
...
I may assemble this into a single PDF once this is all said and done.