試してみると、次のエラーが表示されます。
org.rosuda.REngine.Rserve.RserveException: Cannot connect: Connection refused: connect
at org.rosuda.REngine.Rserve.RConnection.<init>(RConnection.java:88)
at org.rosuda.REngine.Rserve.RConnection.<init>(RConnection.java:60)
at org.rosuda.REngine.Rserve.RConnection.<init>(RConnection.java:44)
at com.google.java.JCR.main(JCR.java:7)