[R] Proxy again, this time on a Mac

[LostInTimeAndSpace]

Hi!

My problem: i can't use the automatic package installation via the GUI since
I am behind a Proxy.
I tried installing Authoxy which solved the Problem for some other programs
but not for R.
I'm really new to R and Mac and therefore a bit confused... I can't find any
internet connection settings in the R preferences, how can I change that?
Is there a good manual on how to change R settings?

Thanks!
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