In order to protect you from malicious apps on your computer in Mac OS X Lion, Mountain Lion, Mavericks, and Yosemite, Apple has built in a setting you need to know about. The setting, called Gatekeeper, allows apps installed directly from the Mac App Store, but it prevents installation of apps from anywhere else. I wanted to download RStudio and was able to download, but not open because of Gatekeeper. I was positive I trusted the developer, even though Apple does not, so I decided to change my settings to allow it. This is how I did it and how you can do it too from any app developer that you trust.
Step 1: Open Settings to Install Unidentified App You Trust
In this case, I want to open an app that I download from the internet, RStudio, but because Apple does not trust this developer, I need to change my settings. First thing I do is determine this is an app developer I trust. Then, I open settings and click the "Security and Privacy" icon.
Step 2: Click on General and Unlock
After you click on the General button to the top left of the security window, you will see a portion that is locked called, "allow apps downloaded from." You want to unlock this portion so you will need to click on the lock icon on the bottom left corner of the privacy and security window. You will be prompted to enter your password.
Step 3: Click to Allow From Anywhere, Open Your App
Click the option "Anywhere," that removes Gatekeeper's blocking capabilities on your Mac, allowing you to download and open any app of the internet from an app developer you trust. I recommend only downloading from sources you trust so you don't wind up with an app downloaded with malware backed in.
After changing my settings, I was able to open and run RStudio with no problem.