In order to be able to use Kappalab, you need first to install R. This is pretty easy. Go to the Comprehensive R Archive Network (CRAN), select your platform and download
Let us now install the Kappalab package. The Kappalab package depends on the Quadprog and Kernlab packages implementing quadratic programming routines, and on the LPSolve package implementing linear programming routines. It is therefore necessary to first install Quadprog, Kernlab and LPSolve.
The simplest way of installing R packages consists in using the function install.packages (see the R help).Alternatively, to install an R package, say 'mypkg', you can proceed as follows.
The files quadprog.tar.gz, kernlab.tar.gz, lpSolve.tar.gz, and quadprog.zip, kernlab.zip, lpSolve.zip can be downloaded from CRAN (click on “Contributed extension packages”). The Kappalab package is also available from CRAN.