pqR is a new version of the R interpreter. It is based on R-2.15.0, distributed by the R Core Team (at r-project.org), but improves on it in many ways, mostly ways that speed it up, but also by implementing some new features and fixing some bugs.
One notable improvement is that pqR is able to do some numeric computations in parallel with each other, and with other operations of the interpreter, on systems with multiple processors or processor cores.
To install pqR on a Linux/Unix system, download this gzipped tar file and unpack it with the "tar" command. Configuration, compilation, and installation can then be done in the same way as for R-2.15.0 (see here), but there are some additional options for pqR, explained in the NEWS file.
Installation on a Mac system is recommended only for those who are experienced in installing R from source. See the NEWS file for some further information.
Trying to install pqR on a Windows system is not currently recommended (some success on Windows has been reported, but tweaks may be required that aren't yet all in the current version).
For more information on pqR and R in general, see the following manuals (in HTML or PDF format):
The pqR wiki has additional current information on pqR (eg, systems on which pqR has been tested).
The pqR issues page has reports of bugs and other issues. Please report bugs you find there.
My blog, at radfordneal.wordpress.com, has a series of posts discussing pqR, including the following:
Some of these posts refer to my set of speed tests for R.
The git repository for the source code and development history of pqR is at http://github.com/radfordneal/pqR. The current release is on branch Release-2013-07-22. See the MODS file in that branch (or mods directory in development branches) for information on how branches in the git repository are organized. These branches also document how pqR differs from R-2.15.0.