afni.nimh.nih.gov

there are precompiled binaries for R available on the CRAN website. So you will likely not need to compile R yourself.

I think you'll need to create a file called /etc/yum.repos.d/cran.repo

containing something like

[cran]
name=CRAN
baseurl=http://ftp.heanet.ie/mirrors/cran.r-project.org/bin/linux/redhat/el5/$basearch
enabled=1
gpgcheck=0


you should then be able to install r by running as root yum install R

you should replace ftp.heanet.ie with your local CRAN mirror.