If you have downloaded and installed SAP Predictive Analysis 1.0.7, you can install and configure R using the solution.
Read the attached document on how you can do that.
It also contains troubleshooting tips in case you run into any issues.
Also, if you would like to download and install R 2.15.1 yourself on your system, please read through http://scn.sap.com/docs/DOC-28396/ to do the same.
P.S: Its an XML Word document which can open in Word.