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"R" has two connotations. First, it is an open-source statistical package; second, it refers to a computer programming language known as R. You may download and install whichever version you'd like at: http://www.r-project.org/. As An extensive FAQ for downloading R to a Windows machine and to a Mac machine also exists. Boasting a robust open-source community as one of its assets, R has a lot of online and built-in help. For getting it installed, there's an extensive FAQ just for windows & another for Mac users.
Tutorials and Help Guides for R
There's so much help out there that it can be daunting to know where to start. Here is a PDF, if you'd like a document to get started. (Be sure to check the Appendix on sources of help & documentation.) but I think that this site is even better: <http://www.statmethods.net/> where the author says
"I created this website for experienced users of popular statistical packages such as SAS, SPSS, Stata, and Systat (although current R users should also find it useful). My goal is to help you quickly access this language in your work. "
Also, there was a complaint that R had a file size limitation (based on hardware constraints) and this is no longer an issue.
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