Both source code and binaries for Windows, Mac OS X, and several Linux distributions are available. You can install R on your computer from the R website, http://www.r-project.org/.
If using Windows, click on the R-installation .exe file to install.
Note that the setup wizard gives you an option for where the R directory will be. You might just want to use the default and keep track of where it is for future reference.
Next: R as a Deluxe Calculator
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