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For up-to-date version (which is recommended), please install from github. Windows user will need to install [RTools](http://cran.r-project.org/bin/windows/Rtools/) first.
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```r
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devtools::install_github('tqchen/xgboost',subdir='R-package')
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devtools::install_github('dmlc/xgboost',subdir='R-package')
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```
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For stable version on CRAN, please run
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