library("httr")
GET(url = "ftp://fuoco.geog.umd.edu/gfed4/monthly/GFED4.0_MQ_200301_BA.hdf",
    authenticate(user = "fire", password = "burnt"),
    write_disk(file.path(tempdir(), "GFED4.0_MQ_200301_BA.hdf"),
           overwrite = TRUE))

Error in curl::curl_fetch_disk(url, x$path, handle = handle) :
  Timeout was reached: Connection time-out