Q:

How to get Rcpp to work in R on a Windows XP platform?

I've been trying to work with Rcpp in R 2.14.2 on a Windows XP platform. As far as I can tell, I followed all of the recommended steps for getting Rcpp to work: 

I installed R in a directory called C:\R\R-2.14.2; 
I installed the latest version of Rtools in the directory C:\R\Rtools;
I set the environment PATH to the following (in this exact same order): 

C:\R\Rtools\bin;C:\R\Rtools\gcc-4.6.3\bin;
      C:\R\R-2.14.2\bin\i386;C:\WINDOWS;C:\WINDOWS\system32

Despite all of this, when I tried to run a test example in R to see if Rcpp works, I got an error message.  Here is the test example: 
library(Rcpp)
library(inline)

body <- '
NumericVector xx(x);
return wrap( std::accumulate( xx.begin(), xx.end(), 0.0));'

add <- cxxfunction(signature(x = "numeric"), body, plugin = "Rcpp")

x <- 1
y <- 2
res <- add(c(x, y))
res

Here is the rather long error message produced by R as a result of trying to execute the above R code.  Can anyone tell me what it is that I am doing wrong and what else I need to do to make sure that Rcpp works? 
cygwin warning:
MS-DOS style path detected: C:/R/R-214~1.2/etc/i386/Makeconf
Preferred POSIX equivalent is: /cygdrive/c/R/R-214~1.2/etc/i386/Makeconf
CYGWIN environment variable option "nodosfilewarning" turns off this warning.
Consult the user's guide for more details about POSIX paths:
http://cygwin.com/cygwin-ug-net/using.html#using-pathnames
g++.exe: error: C:/Documents: No such file or directory
g++.exe: error: and: No such file or directory
g++.exe: error: Settings/dv6110ca/My: No such file or directory
g++.exe: error: Documents/R/win-library/2.14/Rcpp/lib/i386/libRcpp.a: No such file  
or directory

ERROR(s) during compilation: source code errors or compiler configuration errors!

Program source:
1: 
2: // includes from the plugin
3: 
4: #include <Rcpp.h>
5: 
6: 
7: #ifndef BEGIN_RCPP
8: #define BEGIN_RCPP
9: #endif
10: 
11: #ifndef END_RCPP
12: #define END_RCPP
13: #endif
14: 
15: using namespace Rcpp;
16: 
17: 
18: // user includes
19: 
20: 
21: // declarations
22: extern "C" {
23: SEXP file684203c3ec2( SEXP x) ;
24: }
25: 
26: // definition
27: 
28: SEXP file684203c3ec2( SEXP x ){
29: BEGIN_RCPP
30: 
31: NumericVector xx(x);
32: return wrap( std::accumulate( xx.begin(), xx.end(), 0.0));
33: END_RCPP
34: }
35: 
36: 
Error in compileCode(f, code, language = language, verbose = verbose) : 
Compilation ERROR, function(s)/method(s) not created! cygwin warning:
MS-DOS style path detected: C:/R/R-214~1.2/etc/i386/Makeconf
Preferred POSIX equivalent is: /cygdrive/c/R/R-214~1.2/etc/i386/Makeconf
CYGWIN environment variable option "nodosfilewarning" turns off this warning.
Consult the user's guide for more details about POSIX paths:
http://cygwin.com/cygwin-ug-net/using.html#using-pathnames
g++.exe: error: C:/Documents: No such file or directory
g++.exe: error: and: No such file or directory
g++.exe: error: Settings/dv6110ca/My: No such file or directory
g++.exe: error: Documents/R/win-library/2.14/Rcpp/lib/i386/libRcpp.a: No such file or  
directory

A:

Do not install R in a directory containing a space in the path name. That recommendation is, as I recall, in the 'R for Windows FAQ'.
My personally preference is always c:\opt\R-current\ instead of the versioned default path.

A:

The error is explained in the last 5 lines of the message you posted:
g++.exe: error: C:/Documents: No such file or directory
g++.exe: error: and: No such file or directory
g++.exe: error: Settings/dv6110ca/My: No such file or directory
g++.exe: error: Documents/R/win-library/2.14/Rcpp/lib/i386/libRcpp.a: No such file or  
directory

g++.exe is looking for a file called libRcpp.a but the file is in a folder with spaces in its name, in particular in your computer the file is in this folder:
C:/Documents and Settings/dv6110ca/My Documents/R/win-library/2.14/Rcpp/lib/i386/libRcpp.a

and the path to the folder contains 3 spaces (between Documents and and, between and and Settings, between My and Documents). In some way your compiler/linker does not like that spaces.

