Daniel Stahl-2 wrote
> Error in predict.rda(z, data = test[testset, ]) : 
>   A new data to predict must be supplied.

For anyone encountering this problem, it stems from having both the klaR and
rda libraries loaded. rda gives this error message because its predict.rda
is defined:

function (object, x, y, xnew, prior, alpha, delta, type = c("class",
"posterior", "nonzero"), trace = FALSE, ...) 

and 

if (missing(xnew)) { 
stop("A new data to predict must be supplied.") 
}

unload the rda package:
detach("package:rda", unload=TRUE)



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