I have been attempting to collect enough material together to create a wiki 
book of sorts for the Windows user that is likely new to C++ as well.  I would 
be pleased to receive progress notes/problems off-list as you venture here.

Rtools is pretty good, but there are things happening that are quite foreign to 
most "plug and play" Windows users.  The small bits of making sure you have 
assigned a correct PATH and, of course, assuring that R is installed in a 
directory without spaces are critical and will be overlooked by some no matter 
how you post it.  This stuff is much easier than getting a class of 
Wndows-oriented students going with a Linux installation.

There is a new wrinkle with the advent of 64-bit architectures when it comes to 
multi-arch package builds.  I think you would be best to stick to inline code 
development for just an introduction within a single semester sampler course of 
statistical programming.

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