Data Mining with R: Learning with Case Studies (Chapman & Hall/CRC Data Mining and Knowledge Discovery Series)

This is certainly one of the best books for a direct implementation of data mining algorithms. Another good point of the book is that for most of the problems there are different ways to solve them. ... an invaluable resource for data miners, R programmers, as well as people involved in fields such as fraud detection and stock market prediction. If you’re serious about data mining and want to learn from experiences in the field, don’t hesitate!
―Sandro Saitta, Data Mining Research blog, May 2011

If you want to learn how to analyze your data with a free software package that has been built by expert statisticians and data miners, this is your book. A broad range of real-world case studies highlights the breadth and depth of the R software.
―Bernhard Pfahringer, University of Waikato, New Zealand

Both R novices and experts will find this a great reference for data mining.
―Intelligent Trading blog and R-bloggers, November 2010