The most recent release of R is currently available from the command-line but not yet fully supported for web applications.
You can install CRAN packages within
your own library. When you first try to install a package, R will let you know
that you cannot write to the system-wide default library and then offers to
create one in your home directory, located at
~/R/. All of your installed
packages will live there.
For example, you can install
caret within R by typing the following: