To get rErlang running and install R, follow these instructions:

Run install.sh with sudo rights, this will download and install R.

$ sudo install.sh

Now you need to install the forecast package in R. This is done by starting R using the command 'R' and running the function 'install.packages'. You may be prompted with a question, just press 'Y'.

$ R

> install.packages("forecast")

> q()

$

Now you are ready to compile rErlang! Write 'make'!

$ make

After this step, you are done! Yay!