Does an R compiler to C/C++ exist?

A byte code compiler will be part of the R 2.13 release. By default it is not used in this release but it is available; I expect the 2.14 release will by default byte compile all base and recommended packages. The compiler::compile help page and the R Installation and Administration Manual give some more details.

I had forgotten about the Rice project, it has been a while. I think the operational term here is stated at the top of the project page: Last Updated 3/8/06.

And we all know R changes a lot. So I have only the standard few pointers for you:

• Luke Tierney, who not only knows a lot about R internals but equally about byte compilers, has been working on such a project. Nothing ready yet, and it would still work in conjunction with the standard R engine.
• Stephen Milborrow has the Ra extension to R that works with his just-in-time compiler package jit
• my Introduction to High-Performance Computing with R tutorials (most recent tutorial slides from UseR! 2009) covers the profiling, compiling extentions, parallel computing with R, ... part, including Rcpp and and a bit aboutRInside.

In short: there is no way have what you desire specific ways to compile and deploy R code without installing R in advance. Sorry.

Edit/Update (April 2011): Luke's new compiler package will be part of R 2.13.0 (to be released April 2011) but not 'activated' by default which is expected for R 2.14.0 expected for October 2011.

Edit/Update (December 2011): Prof Tierney just release a massive 100+ page paper on the byte-code compiler.

Why do people get the fear when deploying R? I'm fairly sure I've seen this question before.

Installing R is a piece of cake (you don't actually say which OS you care about). For Windows its one .exe. file, run it, say "yes" a few times and its done. I suspect the installer exe probably has flags for unattended installation too.