All the years working in Linux I did not know how to debug in Linux. GDB is simply too scary for me... And now I needed to debug R. And you know what, it is that simple:
sudo apt-get install nemiver ./R -d nemiver
And that's it!
R starts under specified debugger. Debugger has all the necessary UI windows: registers, variables, call stack, breakpoints, source code and disassembly. And it is very simple to use.
I am officially a Linux programmer now. I know how to debug :)