Update: See also the more recent post regarding BRugs for Linux users.
Mac users: Please reply with additional tips, tricks, and info! (I am not a Mac user, so all of my info is 2nd hand.)
In principle, the idea is to install 32-bit Windows R through Wine or WineBottler. In practice, I hear that this is not easy, and a search of the web shows some discussion that makes it seem like quite a process. Fortunately, the process has been nicely packaged by Jack Harris and posted by Seth Frey at http://enfascination.com/wiki/Weblog:Bayesian_data_analysis_on_a_Mac
Some of the Windows-friendly R commands are not interpreted properly on a Mac. Thanks to Chris Street for pointing out the following substitutions:
dev.copy2eps( file="blah" )
can be changed to
savePlot( filename="blah" , type="eps" )
At the command console,
Again, please reply (comment) with additional discussion.