Almost exactly a year ago, I wrote about my frustration calling C++ from R. Maybe this will become an annual event because I’m back at it.
This time my experience was more pleasant. I was able to install Rcpp on an Ubuntu virtual machine and run example 2.2 from the Rcpp FAQ once I upgraded R to the latest version. I wrote up some notes on the process of installing the latest version of R and Rcpp on Ubuntu.
I have not yet been able to run Rcpp on Windows.
Update: Thanks to Dirk Eddelbuettel for pointing out in the comments that you can install Rcpp from the shell rather than from inside R by running
sudo apt-get install r-cran-rcpp. With this approach, I was able to install Rcpp without having to upgrade R first.