I think you tried to start JGR from the console, which will usually not work.
JGR has to be started using the launcher which is available at
http://jgr.markushelbig.org/Download.html
The irmb function will not only need the package installed, but also requires
you to use the JGR console for your session. (because iWidgets depends on it)
I will include some more detailed information on that in my help files in the
next version.
Best
Alexander
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