The package Rmpfr interfaces R to the C Library

    MPFR, the "Multiple Precision Floating-Point Reliably" library
    --------------------------------------------------------------

That is Free Software, available under the LGPL license.
See http://mpfr.org/
    ----------------

MPFR which itself is built on and requires the
    GNU Multiple Precision arithmetic library (GMP)

Obtain that from http://gmplib.org/ (or from your operating system vendor).

Under Debian, Ubuntu (and other Debian derivative) Linux distributions,
it is sufficient (for *both* libraries) to simply
   sudo apt-get install libmpfr-dev

The standard reference to MPFR is

@article{FouLHLPZ-2007,
 author = {Laurent Fousse and Guillaume Hanrot and Vincent Lef\`{e}vre and
 	   Patrick P\'{e}lissier and Paul Zimmermann},
 title = {MPFR: A multiple-precision binary floating-point library with
          correct rounding},
 year = {2007},
 journal = {ACM Trans. Math. Softw.},
 volume = {33},
 number = {2},
 issn = {0098-3500},
 pages = {13},
 doi = {http://doi.acm.org/10.1145/1236463.1236468},
 publisher = {ACM},
 address = {New York, NY, USA},
}

