R

http://cran.r-project.org/

Installation from sources:

1. R sould be configured as a shared library

$ ./configure --prefix=DIR --enable-R-shlib=yes
$ make install

2. Set up environment

$ export R_HOME=DIR/lib/R

3. Install required packages

$ DIR/bin/R
> install.packages(c(”sandwich”, ”strucchange”, ”zoo”))

4. If R is intalled in a non-default directory

$ export LD_LIBRARY_PATH=$R_HOME/lib:$LD_LIBRARY_PATH