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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:

It also uses the standard package bm, which is part of the standard
tools bundle and should be part of any reasonably recent LaTeX

The reference manual is made using the ae 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.

To make PDF versions of the manuals you will need pdf(la)tex and the
hyperref package.  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. On a web2c-based system (teTeX,
TeXLive, ...) set the configuration variable pool_size, for example to
500000, and 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
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