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I don't know if it's possible to do this "by default". You could try the following, though (warning: this is untested):

  • set the environment variable R_HOME to point to the location of your R installation (right now, it is essentially set to $SAGE_ROOT/local/lib/R).

  • delete the file $SAGE_ROOT/local/bin/R and replace it with a symlink to your R executable. I don't know if $SAGE_ROOT/local/bin/Rscript needs similar treatment.