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The version of Rd.sty in R_HOME/share/texmf uses url.sty. This is normally installed, and can be obtained from any CTAN node or mirror: see http://www.tug.org/ctan.html It also uses the standard package bm, which is part of the standard tools bundle and should be part of any reasonably recent LaTeX installation. The reference manual is made using the times fonts package. If you do not have that available, you can get it from CTAN, or set the environment variable R_RD4DVI to "", but the latin1 characters in text.Rd (and a few other places) will be missing. Other alternatives are discussed in the R-admin manual. Support for making PDF versions of the manuals is currently experimental. You will need pdf(la)tex and the hyperref package (and ae, see above). Hyperref versions 6.56, 6.67 and 6.69 are known to work. If you want to avoid making the hyperlinks, you can set the environment variable R_RD4PDF to "times" (or even to ""). You may well have to increase the poolsize of your pdflatex to process the reference manual with hyperlinks, particularly with later versions of hyperref. On a web2c-based system (teTeX, fptex, ...) set the configuration variable pool_size, for example to 500000. For pdftex-0.14d you will also need to increase max_strings, for example to 50000. The UNIX Makefile does this for you via environment variables, which should cover most UNIX TeX systems. pdftex will warn (correctly) about missing hyperlinks in forming refman.pdf.