Most of the R packages are available from your Linux distribution's standard repository. In case that you fail load library because is missing, install a package which comes with your linux distribution.

> library(package)
Error in library(package) : there is no package called 'package'

If you cannot find such a package in your distribution repository, there is always a way to install it using R interface it self.
First locate your desired R package source file on the cran mirror: http://cran.r-project.org/ and then download the package source file to some directory. /tmp/ would be also fine.
then run a following R command from the shell:

R CMD INSTALL

this will do nothing but it will output a library directory if set. The following command will compile and install R package( -l /my/library/path/ to select different install destination):

R CMD INSTALL /tmp/numDeriv_2009.2-1.tar.gz


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