Tomasz,
I admire your ambition and the matrix functionality was a massive step in that direction. Still, as you know, among the original intentions for RMath was exactly to relieve you from having to provide math/stats functions, etc. No doubt you are aware that you "need to keep up" with a large army of developers who continuously expand the universe of functions, including those for machine learning, for example.
Re multi-threading, we continue to look into this. Will mail you privately in due time.
PS
FWIW, these are the main packages I use/have used (via automatic preloading in R):
options(defaultPackages = c(getOption("defaultPackages"), "Zelig"))
# options(defaultPackages = c(getOption("defaultPackages"), "Rcmdr"))
options(defaultPackages = c(getOption("defaultPackages"), "zoo"))
options(defaultPackages = c(getOption("defaultPackages"), "xtable"))
options(defaultPackages = c(getOption("defaultPackages"), "lattice"))
options(defaultPackages = c(getOption("defaultPackages"), "grid"))
options(defaultPackages = c(getOption("defaultPackages"), "splus2R"))
options(defaultPackages = c(getOption("defaultPackages"), "abind"))
# R-metrics and Portfolio#######################
options(defaultPackages = c(getOption("defaultPackages"), "fArma"))
options(defaultPackages = c(getOption("defaultPackages"), "fAsianOptions"))
options(defaultPackages = c(getOption("defaultPackages"), "fAssets"))
options(defaultPackages = c(getOption("defaultPackages"), "fBasics"))
options(defaultPackages = c(getOption("defaultPackages"), "fBonds"))
options(defaultPackages = c(getOption("defaultPackages"), "fCalendar"))
options(defaultPackages = c(getOption("defaultPackages"), "fCopulae"))
options(defaultPackages = c(getOption("defaultPackages"), "fEcofin"))
options(defaultPackages = c(getOption("defaultPackages"), "fExoticOptions"))
options(defaultPackages = c(getOption("defaultPackages"), "fExtremes"))
options(defaultPackages = c(getOption("defaultPackages"), "fGarch"))
options(defaultPackages = c(getOption("defaultPackages"), "fImport"))
options(defaultPackages = c(getOption("defaultPackages"), "fMultivar"))
options(defaultPackages = c(getOption("defaultPackages"), "fNonlinear"))
options(defaultPackages = c(getOption("defaultPackages"), "fOptions"))
options(defaultPackages = c(getOption("defaultPackages"), "fPortfolio"))
options(defaultPackages = c(getOption("defaultPackages"), "fRegression"))
options(defaultPackages = c(getOption("defaultPackages"), "fSeries"))
options(defaultPackages = c(getOption("defaultPackages"), "fTrading"))
options(defaultPackages = c(getOption("defaultPackages"), "fUnitRoots"))
options(defaultPackages = c(getOption("defaultPackages"), "fUtilities"))
options(defaultPackages = c(getOption("defaultPackages"), "Rmetrics"))
#Other#####################
options(defaultPackages = c(getOption("defaultPackages"), "Hmisc"))
options(defaultPackages = c(getOption("defaultPackages"), "quadprog"))
options(defaultPackages = c(getOption("defaultPackages"), "lpSolve"))
options(defaultPackages = c(getOption("defaultPackages"), "tseries"))
options(defaultPackages = c(getOption("defaultPackages"), "xts"))
options(defaultPackages = c(getOption("defaultPackages"), "PerformanceAnalytics"))
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