You can download R for macOS from the R webpage. However, I strongly recommend installing R via the command line package manager homebrew. First, some R packages require you to install additional libraries on your macOS anyway. If an installation of an R package fails on macOS it is likely that you are missing a software library. With homebrew you can install these libraries easily (e.g. gdal for r package rgdal). Furthermore, updating R to a new version or removing R from your system is just a matter of brew update/upgrade and brew remove r.

Check out the homebrew webpage for installing homebrew. It is very easy!

Install r with homebrew on your macOS terminal:

brew install r 

Installing gdal and proj required for R package rgdal and sf:

brew install gdal proj udunits

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