Normally, any R libraries needed by an extension command are installed when you install the extension. If a library such as MASS is not found, you should get an error message to that effect. What output did you see when you say it did not work?
If the package is missing - it might have been blocked by a firewall or for other reasons, you can install it from within Statistics, which will make sure that it goes in the right R library. Run this code from a syntax window.
begin program r.
install.packages("MASS")
end program.
You should start Statistics as Administrator before you run this code to reduce the chance that the OS is blocking the install.
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