Are you building a tar.gz file? If so, you can download any version that you like, here is the file folder for versions 2.x:
https://cran.r-project.org/src/base/R-2/
EDIT to add:
You can try to install in the same way as in your terminal. (this should work, for example, in Debian, but please read for the OP solution in CentOS).
wget https://cran.r-project.org/src/base/R-2/R-2.15.3.tar.gz tar zxvf R-2.15.3.tar.gz; cd R-2.15.3/ ./configure; make; sudo make install
ADDED from OP, which found CentOS solution :
Thanks @resscova answer and some research online. Here's how to install R-2.X.tar.gz on Centos:
yum groupinstall "Development Tools" yum install ncurses-devel zlib-devel texinfo gtk+-devel gtk2-devel qt-devel tcl-devel tk-devel kernel-headers kernel-devel ./configure --with-x=no make make install
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