We strongly recommend installing precompiled binaries for R on Linux systems, as it is by far the easiest way to install R. We have provided these binaries as a convenience here. Our recommended installation instructions on that page allow you to make multiple versions of R available, and avoid replacing existing versions of R when updating system packages.
However, if you prefer to install R from source, you can follow these steps. As we advise on that page, if you build R from source, you must ensure that you have the build dependencies required for R, and that you configured the build with –enable-R-shlib.
After you have installed each version of R, you might want to check that it was compiled with all your desired capabilities with this command from an R console:
> capabilities()