How to install HH package?

Hi everyone, I am a student from Nanjing University in China. Recently, I fail to download the "Heiberger and Holland" package directly from RStudio CRAN. When I have downloaded all of its depend packages from the official website, including R (≥ 3.0.2), lattice, stats, grid, latticeExtra, multcomp, gridExtra (≥ 2.0.0), graphics, and install them in RStudio, I still fail to run HH package. The error message shows that I need to install more packages. Till now, I've downloaded about 40 packages and I almost break down, while it needs more and more packages.
I don't figure out why the official depend packages' number is definite while the actual number is infinite?
Could you help me?
Thank you soooooooooooooo much!

I have already a lot of packages installed but when I install HH only a few more are downloaded and installed:

install.packages("HH")

Installing package into ‘D:/tools/R/Packages’
(as ‘lib’ is unspecified)
also installing the dependencies ‘zoo’, ‘jpeg’, ‘mvtnorm’, ‘TH.data’, ‘sandwich’, ‘lmtest’, ‘Formula’, ‘acepack’, ‘htmlTable’, ‘gmp’, ‘latticeExtra’, ‘multcomp’, ‘reshape2’, ‘vcd’, ‘Hmisc’, ‘Rmpfr’

And you see that downloading the other packages is automatic: no requests to download more.

Can you copy to us the exact command that you use to install HH and the exact message that is telling you to install more packages? Also the system you work on and the R version may be relevant.
The output of sessionInfo() includes this information . Please also include that.

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Thank you so much for offering solutions. I finally finished downloading all the depending packages yesterday, after constant effort. May be the main problem is the discrepancy between RStudio version and the package. Next time may be I should try to find more mirror websites, since it’s so troublesome to install packages manually.

Thanks again for your reply!!!

This community is really a wonderful forum.