Blogs I should read

!Worth knowing

Blogs, software packages, etc. I don't list really well known things here :)

blogs

List of websites I should follow, in random order, mainly machine learning, data science and statistics.

http://andrewgelman.com/
https://xianblog.wordpress.com/
http://www.datatau.com/
http://flowingdata.com/
http://hunch.net/
https://studywolf.wordpress.com/
http://www.overcomingbias.com/
https://www.lesswrong.com/

packages

R:
Rmpfr - accurate floating point calculations: deciding whether you have numerical problems or you should search for some other bug.
RStan, rjags - interface to Stan/Jags: Bayesian inference, you just specify your model, then magic happens. Stan is more efficient, also more involved.
gcbd - performance comparison: start here for GPU computing or using other matrix algebra software (BLAS, Atlas, ...).