In[3]:= InstallR[]
During evaluation of In[3]:= InstallR::fail: Failed to install R. The following error was encountered: crash in low-level RLink component or in R runtime
Out[3]= $Failed
In[4]:= $Version
Out[4]= "12.1.1 for Microsoft Windows (64-bit) (June 9, 2020)"
InstallR[] began by downloading from the Wolfram server, but then failed for me, too, with Mathematica 12.1.1 under Windows 10 Pro (actually, running as a virtual machine via Parallels Desktop for Mac" under macOS Catalina 10.15.6).
It works, though, directly in the Mac version of Mathematica 12.1.1 .