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Building R-3.2.0 from source.

PCRE (regular expressions) won't help you with compression algorithms... If anything, it is  --without-system-xz, -zlib, -bzlib that would come into play, but it would be a better idea to ensure that you do have the libraries and headers installed.

I'm not completely up to speed on Fedora, but the order of the day is that you need to install some variation of lzma/zlib/bzlib and their -dev/-devel header files etc. Check appendix A.1 and A.2 of the R Installation and Administration manual.