Hoi,
I tried (without success) to cross-compile R. Unfortunately this is not straightforward, because the compiled R binary is used during compiling (of course that does not work with an arm-binary on X86). Lardman tried the same for openembedded (already a while ago), but he was also not successfull until now.
I might try a native build, but I have to get a working native fortran compiler first.
Have fun, Georg