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by Goeduhub's Expert (7.8k points)
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You might wish to install RStudio after you have installed R. RStudio is a development environment for R that simplifies many programming tasks.

Windows only: 

Visual Studio (starting from version 2015 Update 3) now features a development environment for R called R Tools, that includes a live interpreter, IntelliSense, and a debugging module. If you choose this method, you won't have to install R as specified in the following section.

For Windows 

1.     Go to the CRAN website, click on download R for Windows, and download the latest version of R.

2.     Right-click the installer file and RUN as administrator.

3.     Select the operational language for installation.

4.     Follow the instructions for installation.

For OSX / macOS 

Alternative 1

(0. Ensure XQuartz is installed ) 

1.     Go to the CRAN website and download the latest version of R.

2.     Open the disk image and run the installer.

3.     Follow the instructions for installation. 

This will install both R and the R-MacGUI. It will put the GUI in the /Applications/ Folder as R.app where it can either be double-clicked or dragged to the Doc. When a new version is released, the (re)-installation process will overwrite R.app but prior major versions of R will be maintained. The actual R code will be in the

/Library/Frameworks/R.Framework/Versions/ directory. Using R within RStudio is also possible and would be using the same R code with a different GUI.

Alternative 2 

1.     Install homebrew (the missing package manager for macOS) by following the instructions on https://brew.sh/

2.     brew install R 

Those choosing the second method should be aware that the maintainer of the Mac fork advises against it, and will not respond to questions about difficulties on the R-SIG-Mac Mailing List.

For Debian, Ubuntu and derivatives

 You can get the version of R corresponding to your distro via apt-get. However, this version will frequently be quite far behind the most recent version available on CRAN. You can add CRAN to your list of recognized "sources".

sudo apt-get install r-base

You can get a more recent version directly from CRAN by adding CRAN to your sources list. Follow the directions from CRAN for more details. Note in particular the need to also execute this so that you can use

install.packages(). Linux packages are usually distributed as source files and need compilation:

sudo apt-get install r-base-dev

For Red Hat and Fedora

sudo dnf install R

For Archlinux 

R is directly available in the Extra package repo. sudo pacman -S r

More info on using R under Archlinux can be found on the ArchWiki R page

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