Compiling R-3.0.2 on CentOS 5

Do note that R-3.0.2 requires a higher version of gfortran 4.4.4 and above. To help ensure that the gfortran44 is installed, do check that the gnu44 are installed. For more information how to install, see Installing GNU 4.4 of C, C++ and gfortran for CentOS 5

Compiling R-3.0.2

# tar -zxvf 3.0.2.tar.gz 
# ./configure --prefix=/usr/local/R-3.0.2/ CC=gcc44 CXX=g++44 F77=gfortran44 FC=gfortran44
# make
# make install

Article: Compiling R with MKL

I stumbled on the article on Compiling 64-bit R 2.10.1 with MKL in Linux.. Althought the R version is quite dated, but the technique of compiling will not vary too much

Useful Information on R

R is a free software environment for statistical computing and graphics. It compiles and runs on a wide variety of UNIX platforms, Windows and MacOS.

1. R CRAN Mirror
2. R Installation and Administration

Some useful package management instructions

1. R CMD INSTALL -l /path/to/library pkg1 pkg2 ...
2. R CMD REMOVE -l /path/to/library pkg1 pkg2 ...
3. 
   R CMD check -l libdir --install=check:pkgname.log pkgname

For more information, see 6 Add-on packages