T.J. Hastie 
Statistical Models in S [PDF ebook] 

Statistical Models in S extends the S language to fit and analyze a variety of statistical models, including analysis of variance, generalized linear models, additive models, local regression, and tree-based models. The contributions of the ten authors-most of whom work in the statistics research department at AT&T Bell Laboratories-represent results of research in both the computational and statistical aspects of modeling data.