For R, use homebrew. Don’t miss –with-openblas. In my own experience, using –with-openblas improved performance x20 on a benchmark.

brew install r --with-openblas

To install scikit-learn, use homebrew and pip. Again, –with-openblas improved performance x2 for my program.

brew install numpy --with-openblas
brew install scipy --with-openblas
sudo pip install pandas scikit-learn matplotlib