Oracle has integrated popular statistical package R as a component of database's Advanced Analytics Option. Oracle R Enterprise comes with Big Data integrated too. It also can be installed separately to 11 R2 databases on Oracle Linux 5 64-bit and naturally to Exadata. I'll try to briefly explain how you can install it.

Prerequites:

1. If not already enabled, enable yum repos for Oracle. You can find out how from Oracle public yum site.
2. Install R

$ yum list  R
$ yum install R.x86_64
3. Patch your database if its version is not 11.2.0.3. Instal patch number 12598677 for 11.2.0.1 and  129765544 for 11.2.0.2.

Installing Client on Windows:

1. Next thing to be done is installing client tool. Download R for Windows from R Project and install it.
2. Download Oracle R Enterprise Client Packages and Client Supporting Packages for Windows from OTN and unzip them.
3. To install packages; run R from All Programs as administrator, from the menu: Packages -> Install package(s) from local zip files:
   a. Navigate to <unzip_dir>\ore-supporting-windows-1.0\bin\windows\contrib\2.13
   b. Select; DBI_0.2-5.zip, png_0.1-4.zip and ROracle_1.1-1.zip
   c. Click open:
        package 'DBI' successfully unpacked and MD5 sums checked
        package 'png' successfully unpacked and MD5 sums checked
        package 'ROracle' successfully unpacked and MD5 sums checked
   d. Repeat the step for client packages. Navigate to <unzip_dir>\ore-windows-1.0\bin\windows\contrib\2.13
   e. Select; ORE_1.0.zip, OREbase_1.0.zip, OREeda_1.0.zip, OREgraphics_1.0.zip, OREstats_1.0.zip, ORExml_1.0.zip
   f. Click open:
        package 'ORE' successfully unpacked and MD5 sums checked
        package 'OREbase' successfully unpacked and MD5 sums checked
        package 'OREeda' successfully unpacked and MD5 sums checked
        package 'OREgraphics' successfully unpacked and MD5 sums checked
        package 'OREstats' successfully unpacked and MD5 sums checked
        package 'ORExml' successfully unpacked and MD5 sums checked

Installing Server:

1. To install server download ore-server-linux-x86-64-1.0.zip from OTN.
2. Extract files
$ unzip ore-server-linux-x86-64-1.0.zip
$ tar xzf ore-server-linux-x86-64-1.0.tar.gz
3. Set environment variabeles
$ export R_HOME=/usr/lib64/R
$ export ORACLE_HOME=/u01/app/oracle/product/11.2.0/dbhome_1
4. Install
$ cd ore-server-linux-x86-64-1.0/
$ ./install.sh
5. Enable R for the user:
SQL> grant rqrole to <user_name>

To connect your database through R run R client:
R> library(ORE)
R> ore.connect(user="<user_name>", sid="<DB_SID>", host="<host_name>", password="<password>", port = 1521)
R> ore.sync
R> ore.attach()
R> ore.ls()
R> help(Startup)