If all you want is to port some code into C++ and you're on Unix, it's really easy if you don't care about the niceties of packaging. I rediscovered how to do this a few weeks ago and wrote up an example — it's seriously 1 file, 1 shell command, and 2 R commands.
I think my explanation is rather simpler. It is certainly a lot shorter. See http://www.robjhyndman.com/index.php?option=com_c…
If all you want is to port some code into C++ and you're on Unix, it's really easy if you don't care about the niceties of packaging. I rediscovered how to do this a few weeks ago and wrote up an example — it's seriously 1 file, 1 shell command, and 2 R commands.
http://brendano.tumblr.com/post/39246954