Versions later than 3.2.4 should be supported, however, we recommend to use version 3.6.2 or later. See question about the installation error due to library liboctinterp in Octave 3.2.4.
Octave 3.6.2 is on the official Ubuntu Quantal (12.11) repository, but can be installed on Ubuntu Precise LTS (12.04) and older from the ppa ppa:octave/stable :
sudo add-apt-repository ppa:octave/stable
sudo apt-get update
sudo apt-get install octave liboctave-dev
More info: https://launchpad.net/~octave
We don't really know what suddenly caused this issue, which comes from the fact that liboctinterp.so is not found when loading RcppOctave's own library.
The following work around seems to work for most users:
export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:`octave-config -p OCTLIBDIR`
Rscript -e "install.packages('RcppOctave')"
Thanks to Cheng Zhang: http://jchain.github.com/blog/2013/01/28/install-rcppoctave-if-octave/
Otherwise the latest version on R-forge (>= 0.8.17) should work out of the box in Octave 3.2.4:
install.pacakges('RcppOctave', repos=c(getOption('repos'), 'http://r-forge.r-project.org'))