Fabio,

The RcppGSL package ships its own example package:

edd@max:~$ cd /tmp/
edd@max:/tmp$ cp -vax 
/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/ .
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/’ -> 
‘./RcppGSLExample’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/R’ -> 
‘./RcppGSLExample/R’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/R/colNorm.R’ -> 
‘./RcppGSLExample/R/colNorm.R’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/man’ -> 
‘./RcppGSLExample/man’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/man/colNorm.Rd’ 
-> ‘./RcppGSLExample/man/colNorm.Rd’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/src’ -> 
‘./RcppGSLExample/src’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/src/Makevars.in’ 
-> ‘./RcppGSLExample/src/Makevars.in’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/src/Makevars.win’
 -> ‘./RcppGSLExample/src/Makevars.win’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/src/colNorm.cpp’ 
-> ‘./RcppGSLExample/src/colNorm.cpp’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/DESCRIPTION’ -> 
‘./RcppGSLExample/DESCRIPTION’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/NAMESPACE’ -> 
‘./RcppGSLExample/NAMESPACE’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/configure’ -> 
‘./RcppGSLExample/configure’
‘/usr/local/lib/R/site-library/RcppGSL/examples/RcppGSLExample/configure.ac’ -> 
‘./RcppGSLExample/configure.ac’
edd@max:/tmp$ R CMD build RcppGSLExample
* checking for file ‘RcppGSLExample/DESCRIPTION’ ... OK
* preparing ‘RcppGSLExample’:
* checking DESCRIPTION meta-information ... OK
* cleaning src
* checking for LF line-endings in source and make files
* checking for empty or unneeded directories
* building ‘RcppGSLExample_0.0.2.tar.gz’

edd@max:/tmp$ R CMD check RcppGSLExample_0.0.2.tar.gz
* using log directory ‘/tmp/RcppGSLExample.Rcheck’
* using R version 3.2.0 (2015-04-16)
* using platform: x86_64-pc-linux-gnu (64-bit)
* using session charset: UTF-8
* checking for file ‘RcppGSLExample/DESCRIPTION’ ... OK
* this is package ‘RcppGSLExample’ version ‘0.0.2’
* checking package namespace information ... OK
* checking package dependencies ... OK
* checking if this is a source package ... OK
* checking if there is a namespace ... OK
* checking for executable files ... OK
* checking for hidden files and directories ... OK
* checking for portable file names ... OK
* checking for sufficient/correct file permissions ... OK
* checking whether package ‘RcppGSLExample’ can be installed ... OK
* checking installed package size ... OK
* checking package directory ... OK
* checking DESCRIPTION meta-information ... NOTE
Malformed Description field: should contain one or more complete sentences.
* checking top-level files ... OK
* checking for left-over files ... OK
* checking index information ... OK
* checking package subdirectories ... OK
* checking R files for non-ASCII characters ... OK
* checking R files for syntax errors ... OK
* checking whether the package can be loaded ... OK
* checking whether the package can be loaded with stated dependencies ... OK
* checking whether the package can be unloaded cleanly ... OK
* checking whether the namespace can be loaded with stated dependencies ... OK
* checking whether the namespace can be unloaded cleanly ... OK
* checking loading without being on the library search path ... OK
* checking dependencies in R code ... OK
* checking S3 generic/method consistency ... OK
* checking replacement functions ... OK
* checking foreign function calls ... OK
* checking R code for possible problems ... OK
* checking Rd files ... OK
* checking Rd metadata ... OK
* checking Rd cross-references ... OK
* checking for missing documentation entries ... OK
* checking for code/documentation mismatches ... OK
* checking Rd \usage sections ... OK
* checking Rd contents ... OK
* checking for unstated dependencies in examples ... OK
* checking line endings in C/C++/Fortran sources/headers ... OK
* checking line endings in Makefiles ... OK
* checking compilation flags in Makevars ... OK
* checking for GNU extensions in Makefiles ... OK
* checking for portable use of $(BLAS_LIBS) and $(LAPACK_LIBS) ... OK
* checking compiled code ... OK
* checking examples ... OK
* checking PDF version of manual ... OK
* DONE

Status: 1 NOTE
See
  ‘/tmp/RcppGSLExample.Rcheck/00check.log’
for details.

edd@max:/tmp$ 

Apart from one NOTE due to changing R CMD check standards, this works.  Start
from there.  Try to understand what it does.  Then add your code.

Dirk

-- 
http://dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org
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