These instructions should get you pretty close.
 
Libraries:

The proj and gdal libraries are required for the sp and rgdal R packages.

wget http://download.osgeo.org/proj/proj-4.6.1.tar.gz
tar xzf proj-4.6.1.tar.gz
cd proj-4.6.1
./configure
make
make install

wget http://download.osgeo.org/geos/geos-3.1.0rc2.tar.bz2

bunzip2 geos-3.1.0rc2.tar.bz2
tar xf geos-3.1.0rc2.tar
cd geos-3.1.0rc2
./configure
make
make install

wget http://download.osgeo.org/gdal/gdal-1.6.0.tar.gz
tar xzf gdal-1.6.0.tar.gz
cd gdal-1.6.0
./configure
make
make install

Then as su or sudo run:

ldconfig

or

/sbin/ldconfig


The MBA package requires boost smart pointer headers. Under Debian or Ubuntu use sudo apt-get install libboost-dev other distributions should have a similar packages. There have been some problems linking MBA to the boost headers if R was not built from source.

R packages:

On the command line run:

echo "install.packages(pkgs=c(\"spBayes\",\"MBA\",\"geoR\",\"fields\",\"rgl\",\"sp\",\"maptools\",\"rgdal\",\"classInt\",\"gstat\",\"lattice\",\"xtable\",\"cluster\",\"e1071\", \"spam\"), repos=\"http://cran.r-project.org\")" > packages.R

Then su or sudo R:

> source("packages.R")