OK, that Mac OS X version of Scott Free seems to be a dead end. So here’s how I played R on Mac OS X.
I already had the Amiga emulator UAE, so I downloaded the Amiga version of Scott Free. Unfortunately it requires certain library files to function which only come on a full installation of Amiga Workbench. So I got the Workbench disks, configured a virtual shared Amiga/Mac hard drive in UAE, installed Workbench, copied the Scott Free files and R.dat onto the drive and finally was able to run Scott Free and play R on an Amiga on a Mac.
This took hours to work out and configure (and to find the necessary Amiga images etc.), but of course I got the perverse satisfaction that comes from completing such tasks, and from running something like an emulator within an emulator. And I got to enjoy R!