Installing R
The R project for statistics can be downloaded from http://www.r-project.org
R IDE
For those not familiar with programming / scripting an IDE stands for Integrated Developer Environment, the IDE lets you type code into (much like typing into notepad) however they offer advantages such as auto completion, project/file grouping and debugging.
The two most popular IDE are Tinn-R and RStudio
Tinn-R – http://sourceforge.net/projects/tinn-r/
This is my favorite editor, mainly because the work spaces can be undocked from the main application, which makes it ideal for multimonitor computers. Unfortunately it is windows only.
RStudio – http://www.rstudio.org/
A nice looking editor that is simple to use, however lacks the customization ability of Tinn-R, not being able to undock windows was a deal breaker for me. The plus is that this IDE runs on Widnows, Mac OS and Linux.
The Basics of R
The following PDF tutorial by S.A Bashir provides a good starting point for learning the basic features of R such as Arithmetic Operations, Vectors, Matrices, dealing with missing data, data frames (time series data) and plotting.
http://www.luchsinger-mathematics.ch/Bashir.pdf