Correct way to create a software install script which can manage dependencies

Question

I'm currently working on an university research related software which uses statistical models in it in order to process some calculations around Item Response Theory. The entire source code was written in Go, whereas it communicates with a Rscript server to run scripts written in R and return the generated results. As expected, the software itself has some dependencies needed to work properly (one of them, as seen before, is to have R/Rscript installed and some of its packages).

Due to the fact I'm new to software development, I can't find a proper way to manage all these dependencies on Windows or Linux (but I'm prioritizing Windows right now). What I was thinking is to have a kind of script which checks if [for example] R is properly installed and, if so, if each used package is also installed. If everything went well, then the software could be installed without further problems.

My question is what's the best way to do anything like that and if it's possible to do the same for other possible dependencies, such as Python, Go and some of its libraries. I'm also open to hear suggestions if installing programming languages locally on the machine isn't the proper way to manage software dependencies, or if there's a most convenient way to do it aside from creating a script.

Sorry if any needed information is missing, I would also like to know.

Thanks in advance