Problem
You are trying to install the PL/R extension to PostgreSQL, after install R in your linux ubuntu development environment, but when trying to install the extension inside your PostgresSQL with:
create extension plr;
you are getting the following error:
ERROR: could not open extension control file "/usr/share/postgresql/9.3/extension/plr.control": No such file or directory
Solution
Install the necessary package for your PostgreSQL version with the following, and install the extension in your psql:
sudo apt-get install postgresql-9.x-plr