How to compile R packages from source on Windows
Dave Miller 13/06/2005

First off get the following software and install:
Latest version of ActiveState Perl from http://www.activestate.com/Products/ActivePerl/Download.html
Unix "tools" http://www.murdoch-sutherland.com/Rtools/tools.zip
Windows HTML Help Workshop http://msdn.microsoft.com/library/en-us/htmlhelp/html/hwmicrosofthtmlhelpdownloads.asp
   (to build chm files)
A compiler (assuming we have Visual C++ install, otherwise use MinGW)
   (Only needed if there are C/C++/Fortran extensions, i.e. files in src directory)

Once these are installed make sure that the Unix tools, R/bin and Perl directories are in your path.
Open a DOS prompt the directory above the R package folder and execute:

R CMD INSTALL <pkg name>

This should spit out a load of information about what it's doing. Hopefully afterwards you will get a *DONE and can load the module in R with

package(<pkg name>)