Genomic selection (GS) is revolutionizing plant breeding. However, because it is a predictive methodology, a basic understanding of statistical machine-learning methods is necessary for its successful implementation. This methodology uses a reference population that contains both the phenotypic and genotypic information of genotypes to train a statistical machine-learning method. After optimization, this method is used to make predictions of candidate lines for which only genotypic information is available. However, due to a lack of time and appropriate training, it is difficult for breeders and scientists of related fields to learn all the fundamentals of prediction algorithms. With smart or highly automated software, it is possible for these professionals to appropriately implement any state-of-the-art statistical machine-learning method for its collected data without the need for an exhaustive understanding of statistical machine-learning methods and programing. For this reason, we introduce state-of-the-art statistical machine-learning methods using the Sparse Kernel Methods (SKM) R library, with complete guidelines on how to implement seven statistical machine-learning methods that are available in this library for genomic prediction (random forest,Bayesian models,support vector machine,gradient boosted machine, generalized linear models,partial least squares,feed-forward artificial neural networks). This guide includes details of the functions required to implement each of the methods, as well as others for easily implementing different tuning strategies, cross-validation strategies, and metrics to evaluate the prediction performance and different summary functions that compute it. A toy dataset illustrates how to implement statistical machine-learning methods and facilitate their use by professionals who do not possess a strong background in machine learning and programing.