A part of RTCGA family.
To install development version from GitHub use
library(RTCGA)
installTCGA("RTCGA.CNV")
Make sure you have Rtools installed on your computer, if you are trying devtools on Windows.
To install Bioconductor development version use (the same as GitHub development version)
BiocInstaller::useDevel() # swiches to devel branchof Bioconductor
source("https://bioconductor.org/biocLite.R") # downloads bioClite function
biocLite("RTCGA.CNV") # installs a package