[Rcpp-devel] Configuring GSL headers and library for RcppGSL use on windows

[Silkworth,David J.]

Success is always a good feeling.

I have had Rtools installed for building packages for some time now.  So, this should be considered a pre-requisite. The resources I used long ago for this were this site:
http://www.biostat.wisc.edu/~kbroman/Rintro/Rwinpack.html
and the wonderful RcppPackage package.  This guides you to your own mypackage demonstration.

The Windows binary download for the GSL from the site referenced below is indeed compiled with MinGW, so it is quite appropriate for use with RcppGSL on Windows:

http://gnuwin32.sourceforge.net/packages/gsl.htm

The Windows environment should have a variable named LIB_GSL to meet the convention used by CRAN for locating headers (and libraries?).  When you set this variable use the Linux type forward slash for directories, not the backward slash used by Windows.  My entry is LIB_GSL=C:/GnuWin32, it is the only Windows environment variable on my system with forward slash.

I use Rapid Environment Editor to facilitate Windows environment work.
http://www.rapidee.com/en/about

I'm not completely sure, but a Windows reboot is the best way to assure the next operation will actually see your changes to the environment.

Now, assure that the bin folder at the LIB_GSL location discussed above is on the PATH.  My initial success occurred when I placed copies of the libgsl.dll and libgslcblas.dll directly into the system32 folder for my Windows installation, but this method of placing items in this forgettable location is strongly un-advised.

So, in one Environment Editor session both the LIB_GSL can be created and the PATH modified, if you are efficient.

That's it.  You should now be able to build the RcppGSLExample package.  This is contained in a folder in the source distribution for RcppGSL.  

You are off to the races.