Grab a binary of the latest Julia from http://julialang.org/downloads/#beta.
If the binaries do not work, please install from source. The initial source installation takes a long time because of the dependencies that have to be installed, but subsequent builds takes less than a minute on average.
To make it easier to start a Julia REPL from a terminal session, I set up an alias that points to the executable copy of Julia that we just installed. On OS X, I use the following:
alias julia="/Applications/Julia-*.app/Contents/Resources/julia/bin/julia"
I also setup an alias for IJulia to make it easier to launch from the command-line:
alias ijulia="ipython notebook --profile=julia"
Start a Julia REPL and then run the following commands in the Julia REPL to install packages used in these notebooks:
Pkg.add("Homebrew")
(on OS X)Pkg.add("IJulia")
Pkg.add("Gadfly")
Pkg.add("RDatasets")
Pkg.add("GLM")
Pkg.add("Optim")