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Show available R packages:

apt-cache search ^r-.*

Log in as root

cd /root

It is convenient to set the repository. It saves some work See R-Bloggers and look for Setting the repository.
Replace the url with one from the Cran R project mirrors which suits you best. For The Netherlands http://cran-mirror.cs.uu.nl can be used

Install ed a simple text editor needed during the installation of R

apt-get install ed

Edit:

 nano /etc/apt/sources.list

Add ( or an other mirror from Cran R project mirrors ):

deb http://cran-mirror.cs.uu.nl/bin/linux/debian wheezy-cran3/
  to /etc/apt/sources.list and save and close the file sources.list
apt-get update

If there is an gpg error then copy the last 8 character of the key an replace them in the commands below. Repeat as long as an error occurs:

gpg --keyserver pgp.mit.edu --recv-keys E084DAB9
gpg --armor --export E084DAB9 | apt-key add -
apt-get update
gpg --keyserver pgp.mit.edu --recv-keys 381BA480
gpg --armor --export 381BA480 | apt-key add -
apt-get update
    repeat the previous 3 lines if an error occurs
apt-get upgrade
apt-get autoremove
apt-key adv --keyserver keys.gnupg.net --recv-key 381BA480

Install R

apt-get install r-base

Install openblas ( can speed up calculations )

apt-get install libopenblas-base

Start R

R

Update R

> update.packages(.libPaths()[1], checkBuilt=TRUE)

Again choose a mirror from External Link and press OK Install and update R commander:

> install.packages("Rcmdr") 
> library(Rcmdr)
> q()

and again

R
> library(Rcmdr)
Close R commander (file | Exit | From Commander )
> q()

and repeat as long as new updates are found or updates are not installed due to errors.
Running library(Rcmdr) resulted in a request to install two additional packages: rgl and XLConnect This resulted in R header file and java errors which have not been solved so far.
Log out from root
As normal user do:

R

You are ready to use R
You can start R Commander with

> library(Rcmdr)

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