H2O is an open source math and machine learning engine for big data. It allows users to build machine learning models on large datasets using the same interfaces they are already familiar with in R. This document provides an introduction to H2O and demonstrates how to install it, connect R to an H2O cluster, import data from R into H2O, and build predictive models like generalized linear models (GLMs) for problems like predicting tumor presence using the prostate cancer data set. It also shows how to access an H2O cluster remotely from R to perform distributed computations on big data.