How to install dependencies when using "R CMD INSTALL" to install R packages?

Fortunately Devtools provides an easy solution: install_deps()

install_deps(pkg = ".", dependencies = logical, threads = getOption("Ncpus",1))

Arguments:
pkg: package description, can be path or package name. See ‘as.package’ for more information

dependencies: ‘logical’ indicating to also install uninstalled packages which this ‘pkg’ depends on/links to/suggests. See argument ‘dependencies’ of ‘install.packages’.

threads: number of concurrent threads to use for installing dependencies. It defaults to the option ‘"Ncpus"’ or ‘1’ if unset.

Examples:

install_deps(".")  
install_deps("/path/to/package",dependencies="logical")

Actually, re-reading the R extensions guide, it doesn't say that R CMD INSTALL will get dependencies from CRAN. The install.packages() method from within R will do that, but at first glance I don't think R CMD INSTALL does.

You can use install.packages to install from a .tar.gz, but you have to set repos=NULL, and then this applies:

 dependencies: logical indicating to also install uninstalled packages
          on which these packages depend/suggest/import (and so on
          recursively).  Not used if repos = NULL.

I suspect the thing to do is to get the dependencies out of the DESCRIPTION file and then run R and do an install.packages() on those when you are testing your build in a clean environment.