"installation of package 'FILE_PATH' had non-zero exit status" in R

The .zip file provided by the authors is not a valid R package, and they do state that the source is for "direct use" in R (by which I assume they mean it's necessary to load the included functions manually). The non-zero exit status simply indicates that there was an error during the installation of the "package".

You can extract the archive manually and then load the functions therein with, e.g., source('bivpois.table.R'), or you can download the .RData file they provide and load that into the workspace with load('.RData'). This does not install the functions as part of a package; rather, it loads the functions into your global environment, making them temporarily available.

You can download, extract, and load the .RData from R as follows:

download.file('http://stat-athens.aueb.gr/~jbn/papers/files/14/14_bivpois_RDATA.zip', 
              f <- tempfile())
unzip(f, exdir=tempdir())
load(file.path(tempdir(), '.RData'))

If you want the .RData file to be available in the current working directory, to be loaded in the future, you could use the following instead:

download.file('http://stat-athens.aueb.gr/~jbn/papers/files/14/14_bivpois_RDATA.zip', 
              f <- tempfile())
unzip(f, exdir=tempdir())
file.copy(file.path(tempdir(), '.RData'), 'bivpois.RData')
# the above copies the .RData file to a file called bivpois.RData in your current 
# working directory.
load('bivpois.RData')

In future R sessions, you can just call load('bivpois.RData').

Simple install following libs on your linux.
curl: sudo apt-get install curl
libssl-dev: sudo apt-get install libssl-dev
libcurl: sudo apt-get install libcurl4-openssl-dev
xml2: sudo apt-get install libxml2-dev