After the glow of success with configuring GSL headers and libraries for 
compilation in Windows, I have run into a problem duplicating this success 
using inline for compiling.

I have attempted the inline example directly from the RcppGSL Vignette.  It is 
clear that the includes are not being accessed.  Here is the tell tale error 
message:

C:/R/R-2.13.1/library/RcppGSL/include/RcppGSLForward.h:26:29: fatal error: 
gsl/gsl_vector.h: No such file or directory
compilation terminated.

I've seen this before.  This was the same error I got compiling the 
RcppGSLExample package before I created a Windows environment variable 
LIB_GSL=C:/GnuWin32  (remember the reversed slash direction).

Alas, it seems that that variable was being read by the Makevars.win script 
included in the RcppGSLExample\src folder.

Unfortunately, I still don't know how to direct gcc to these header files while 
using inline.


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