I'm running Julia v0.4.5 on the server (via SSH).

julia> versioninfo()
Julia Version 0.4.5
Commit 2ac304d (2016-03-18 00:58 UTC)
Platform Info:
  System: Linux (x86_64-unknown-linux-gnu)
  CPU: Intel(R) Xeon(R) CPU E5-2670 0 @ 2.60GHz
  WORD_SIZE: 64
  BLAS: libopenblas (USE64BITINT DYNAMIC_ARCH NO_AFFINITY Sandybridge)
  LAPACK: libopenblas64_
  LIBM: libopenlibm
  LLVM: libLLVM-3.3

I've changed the the JULIA_PKGDIR parameter from initial

julia> ENV["JULIA_PKGDIR"]
"/cluster/software/VERSIONS/julia/0.4.5/share/julia/site/"

to following via .juliarc.jl 

julia> ENV["JULIA_PKGDIR"]
"/usit/abel/u1/tomasmi/nobackup/.julia/"

to be able to install the packages to directory I can fully access.
Adding package works flawlessly (starting with clean plate): 

julia> Pkg.init()
INFO: Initializing package repository /usit/abel/u1/tomasmi/nobackup/.julia/
v0.4
INFO: Cloning METADATA from git://github.com/JuliaLang/METADATA.jl

julia> Pkg.add("DataFrames")
INFO: Cloning cache of ArrayViews from 
git://github.com/JuliaLang/ArrayViews.jl.git
INFO: Cloning cache of Compat from git://github.com/JuliaLang/Compat.jl.git
INFO: Cloning cache of DataArrays from 
git://github.com/JuliaStats/DataArrays.jl.git
INFO: Cloning cache of DataFrames from 
git://github.com/JuliaStats/DataFrames.jl.git
INFO: Cloning cache of Docile from 
git://github.com/MichaelHatherly/Docile.jl.git
INFO: Cloning cache of GZip from git://github.com/JuliaLang/GZip.jl.git
INFO: Cloning cache of Reexport from 
git://github.com/simonster/Reexport.jl.git
INFO: Cloning cache of SortingAlgorithms from 
git://github.com/JuliaLang/SortingAlgorithms.jl.git
INFO: Cloning cache of StatsBase from 
git://github.com/JuliaStats/StatsBase.jl.git
INFO: Cloning cache of StatsFuns from 
git://github.com/JuliaStats/StatsFuns.jl.git
INFO: Installing ArrayViews v0.6.4
INFO: Installing Compat v0.7.20
INFO: Installing DataArrays v0.3.3
INFO: Installing DataFrames v0.7.3
INFO: Installing Docile v0.5.23
INFO: Installing GZip v0.2.19
INFO: Installing Reexport v0.0.3
INFO: Installing SortingAlgorithms v0.0.6
INFO: Installing StatsBase v0.8.2
INFO: Installing StatsFuns v0.2.2
INFO: Package database updated

Nevertheless I hit the wall the moment I want to use the package:

julia> using DataFrames
INFO: Precompiling module DataFrames...
INFO: Recompiling stale cache file /cluster/software/VERSIONS/julia/0.4.5/
share/julia/site/lib/v0.4/Compat.ji for module Compat.
ERROR: LoadError: unlink: permission denied (EACCES)
 in unlink at fs.jl:102
 in rm at file.jl:59
 in create_expr_cache at loading.jl:346
 in compilecache at loading.jl:399
 in recompile_stale at loading.jl:476
 in _require_from_serialized at loading.jl:83
 in _require_from_serialized at ./loading.jl:109
 in require at ./loading.jl:235
 in include at ./boot.jl:261
 in include_from_node1 at ./loading.jl:320
 [inlined code] from none:2
 in anonymous at no file:0
 in process_options at ./client.jl:257
 in _start at ./client.jl:378
while loading /usit/abel/u1/tomasmi/nobackup/.julia/v0.4/DataFrames/src/
DataFrames.jl, in expression starting on line 11
ERROR: Failed to precompile DataFrames to /cluster/software/VERSIONS/julia/
0.4.5/share/julia/site/lib/v0.4/DataFrames.ji
 in error at ./error.jl:21
 in compilecache at loading.jl:400
 in require at ./loading.jl:266

Recompilation tries to reach server side installed package even though I 
have it in my JULIA_PKGDIR.
What did I miss or what do I have to change in ENV to get this work?

Thanks!

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