SAS does not distribute R software. In order to call R software, you must first install R on the same computer that runs SAS software. If you access a SAS workspace server through client software such as SAS® Enterprise Guide® , then R must be installed on the SAS server.
You can download R from The Comprehensive R Archive Network Web site: http://cran.r-project.org. If you experience problems installing R, consult the R FAQ: http://cran.r-project.org/doc/FAQ/R-FAQ.html. SAS Technical Support does not provide support for installing or configuring third-party software.
In SAS/IML, the interface to R is supported on computers that run a 32-bit or 64-bit Windows operating system or Linux operating systems. If you are using SAS software in a 64-bit Linux environment, you must download a 64-bit binary distribution of R. Otherwise, download a 32-bit binary distribution.
The document "Installing R on Linux Operating Systems" is available on support.sas.com and includes pointers for installing R on Linux that it works with the SAS interface to R.