Problems with installing packages that requires compiling

Good day,

I'm trying to install package 'rmgarch'. Unfortunately, binaries from this package built for R 3.5.2, while my version of R is 3.5.2, so it requires to compile it. Every time when I try to do it, an error occurs:

/bin/sh: /usr/local/clang4/bin/clang++: No such file or directory
make: *** [copulas.o] Error 127

I understand that it means that R simply doesn't see clang for compiling since I haven't installed Xcode and don't want to do it(11 GB !). Is there any way to use CommandLineTools for it(I could download it from Apple web site for developers) for compiling?

I just installed without compilation under R 4.0 and Catalina.

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