Today is a double whammy for those of us on Catalina.
There has been a glitch in the central CRAN repository directory that contains R binaries, precompiled for our tribe, by the grace of St. Simon Urbanek of the R Core Development Team, who takes on the brain damage of editing the source files to run in our corner of the world.
The source directories, on the other hand, are still chugging along, and you will be offered the choice to install from source. If so, take it, and if the program is simple there's a good chance of success. If it fails, it makes no sense to keep trying; it will always fail.