When I got it going on Mavericks a few days ago I was left wondering if it would be equally easy on Yosemite. It’s not much harder.

After you install unixodbc from Macports, you just need to edit your ~/.Rprofile file to make install.packages() aware of the include and library paths that RODBC needs. My edits are as follows:

# This is where unixODBC keeps things that RODBC needs

After this, restart R and just do

install.packages("~/Downloads/RODBC_1.3-11.tar.gz", repos = NULL, type = "source")