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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 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 have to increase the poolsize of your pdflatex to process the reference manual with hyperlinks, although these days the limits are set high. pdftex will warn (correctly) about missing hyperlinks in forming refman.pdf.