Install and setup R, RStudio, Rcpp

Ubuntu

• add deb https://cloud.r-project.org/bin/linux/ubuntu bionic-cran35/ to your /etc/apt/sources.list (replace bionic with the name of your Ubuntu version)
• install R, Rcpp and RInside:

sudo apt-get update
sudo apt-get install r-base r-base-dev r-cran-rinside r-cran-rcpp

• download the *.deb file from https://rstudio.com/products/rstudio/download/#download and install it.

Windows

1. Install R

• Download R from https://cran.rstudio.com/bin/windows/base/R-3.6.3-win.exe
• Install R in a directory with no fancy characters in its path, e.g. C:\R\R-3.6.3 is safe
  • Accept all defaults

2. Install RTools

see also: https://thecoatlessprofessor.com/programming/cpp/installing-rtools-for-compiled-code-via-rcpp/

Rtools provides a compiler and some helpers to compile code for R in Windows

• Download Rtools https://cran.r-project.org/bin/windows/Rtools/
  • Select the appropriate Rtools version (3.5 with R 3.6.3)
• Install Rtools in a directory with no fancy characters in its path, e.g. C:\R\Rtools is safe
  • Right click on the “Rtools34.exe” and select “Run as administrator” to install it
  • Select “Add Rtools to PATH”
  • Accept all defaults for everything else

3. Install RStudio

• Download RStudio from https://rstudio.com/products/rstudio/download/#download
• Install R in a directory with no fancy characters in its path, e.g. C:\R\RStudio is safe

Install Rcpp & RInside

• in RStudio: install.packages(c("RInside", "Rcpp"))