@Amos, I used @coatless installation script and then changed .R/Makevars to:
CFLAGS=-isysroot /Library/Developer/CommandLineTools/SDKs/MacOSX.sdk
CCFLAGS=-isysroot /Library/Developer/CommandLineTools/SDKs/MacOSX.sdk
CXXFLAGS=-isysroot /Library/Developer/CommandLineTools/SDKs/MacOSX.sdk
CPPFLAGS=-isysroot /Library/Developer/CommandLineTools/SDKs/MacOSX.sdk -I/usr/local/include
SHLIB_CXXLDFLAGS+=-Wl,-rpath,/Library/Frameworks/R.framework/Resources/lib /Library/Frameworks/R.framework/Resources/lib/libc++abi.1.dylib
SHLIB_CXX11LDFLAGS+=-Wl,-rpath,/Library/Frameworks/R.framework/Resources/lib /Library/Frameworks/R.framework/Resources/lib/libc++abi.1.dylib
SHLIB_CXX14LDFLAGS+=-Wl,-rpath,/Library/Frameworks/R.framework/Resources/lib /Library/Frameworks/R.framework/Resources/lib/libc++abi.1.dylib
On Catalina 10.15.1, R 3.6.1 (and RStudio 1.2.5019) everything works smoothly. I’ve been sampling happily for a week now :)