You also need to download some files to follow this lesson:
Install R by downloading and running this .exe file from CRAN. Also, please install the RStudio IDE. Note that if you have separate user and admin accounts, you should run the installers as administrator (right-click on .exe file and select "Run as administrator" instead of double-clicking). Otherwise problems may occur later, for example when installing R packages.
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Software VPN is not available for guests, so they may not have access to some content when connecting from off-campus.