This question has been asked in: Configure proxy on Rstudio. However, it was never resolved.
I am a user of RStudio 0.99.486
version and R 3.2.2>
I struggled with this when I initially started working behind a proxy. Here's what I believe is to be the solution. Disclaimer, I am working on a Windows 7 Workstation.
Even though when you read through the documentation, R suggests that .Renviron and .Rprofile should be in R.home(), that is not the case for Windows.
By default (I believe), the R.home() for Windows is actually the Documents folder for your user. You can check that with
path.expand("~/")
which defaults to "My Documents" directory.
Therefore, do place the .Renviron file with the content you already have, disable the Internet Explorer option in RStudio, and make sure you place the file in "My Documents."
Hope it helps!