diff --git a/.claude/hooks/install-toolchains.sh b/.claude/hooks/install-toolchains.sh
index 2c53c52..bd127b8 100755
--- a/.claude/hooks/install-toolchains.sh
+++ b/.claude/hooks/install-toolchains.sh
@@ -74,6 +74,16 @@ else
   log "fpm $(fpm --version 2>&1 | head -1)"
 fi
 
+# ---------------------------------------------------------------------------
+# R + jsonlite  (economy organ: M3a statistical sims)
+# ---------------------------------------------------------------------------
+if command -v Rscript >/dev/null 2>&1 && Rscript -e 'library(jsonlite)' >/dev/null 2>&1; then
+  log "R + jsonlite already present; skipping."
+else
+  log "Installing r-base-core r-cran-jsonlite via apt-get ..."
+  sudo apt-get install -y r-base-core r-cran-jsonlite || die "apt-get install of r-base-core/r-cran-jsonlite failed."
+fi
+
 # ---------------------------------------------------------------------------
 # Tcl  (economy organ: M3 sim hub)
 # ---------------------------------------------------------------------------
diff --git a/core/docs/plans/M3a-statistical-sims.md b/core/docs/plans/M3a-statistical-sims.md
index 0b0b91f..153caeb 100644
--- a/core/docs/plans/M3a-statistical-sims.md
+++ b/core/docs/plans/M3a-statistical-sims.md
@@ -16,10 +16,11 @@ execution C5 (industry standard since 2001). Jump-diffusion C5 (Merton 1976). Pa
 for crypto markets C1.
 
 ## 3. Language & location
-TBD · `src/economy/sims/statistical/`. **R** — native statistical distribution ecosystem,
-matrix operations, and time-series libraries (GARCH, ARIMA, HMM) without wrapping external
-solvers. Fractional Brownian motion generation uses spectral methods (Hosking 1984, Wood & Chan
-1994) or Cholesky decomposition of the covariance matrix.
+**R 4.x** (apt `r-base-core`) · `src/economy/sims/statistical/`. Minimal dependencies:
+`r-base-core` + `jsonlite` (Hub JSON protocol). All statistical models — GARCH, Heston SDE,
+HMM, DCC, copula, jump-diffusion, fBM — are hand-rolled using base R primitives (`optim`,
+`fft`, `arima`, matrix ops). No CRAN statistical packages. Fractional Brownian motion via
+spectral methods (Hosking 1984 / Wood & Chan 1994) uses base R `fft()`.
 
 ## 4. Does / does-not
 - **Does:** run Monte Carlo price simulations (GBM, Merton jump-diffusion, Heston stochastic