Choose & download the right installer for your computer from http://mirrors.softliste.de/cran/ . Then run the installer you downloaded.
The most commonly used one is RStudio
- Swirl: Interactive tutorial in R http://swirlstats.com/
- A list of beginners tutorials for programmers and non-programmers: http://heather.cs.ucdavis.edu/~matloff/r.html
- More tutorials, including targeted one for different subject areas (economics, psychology, ecology): http://pairach.com/2012/06/17/r_tutorials_non-uni/
- Coursera R Programming Course: https://www.coursera.org/course/rprog
- Doing the Kaggle Machine Learning Introductory Challenge "Titanic" with R: http://trevorstephens.com/post/72916401642/titanic-getting-started-with-r
- Exploratory Data Analysis (4 weeks): https://www.coursera.org/course/exdata
- Statistical Interference (4 weeks): https://www.coursera.org/course/statinference
- Regression Models (4 weeks): https://www.coursera.org/course/regmods
- In-depth semester-long course on statistics with R: https://courses.edx.org/courses/UTAustinX/UT.7.01x/3T2014/info
- The Analytics Edge (12 weeks): https://www.edx.org/course/analytics-edge-mitx-15-071x-0#.VPh13s3iIQE
- OpenIntro Statistics (Book + Exercises): https://www.openintro.org/stat/textbook.php
- List of "Awesome Public Datasets": https://github.com/caesar0301/awesome-public-datasets/blob/master/README.rst
- rOpenGov: R interfaces to several major (mostly European) OpenGovernment data sources: http://ropengov.github.io/projects/