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In case anyone else has with the same issue - I resolved this by opening R (which was installed by Advanced Analytics batch file) and then manually installing each of the dependency zip files from within R.
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Yes, R installed correctly with no error messages.
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Hi Adam, I get prompted to authenticate with the proxy (which is just after "Proxy authentication failed" in the command prompt) and it seems to work because the zip files are downloading. Please note that I redacted the proxy hostname in the logs manually myself.
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That's a good idea, I've already used D3 for some other stuff.