You should have not problem using R. We don’t have any docs for it, but our builds run in Ubuntu 14.04 LTS by default and you have root access so you can install (and cache) most tools without any problems.
Here is our guide on installing custom software: https://circleci.com/docs/1.0/installing-custom-software/#nav-button
Let me know if you run into any issues!
Best,
Lev