Hi Jens,

On 26 April 2016 at 17:50, Jens Johannsen wrote:
| I'm aware of the nloptr CRAN package, but not using that package as the
| objective function (and gradient) being optimized as to be in C++. Defining 
the
| function in R and then calling back and forth between R  and C++ using the
| nloptr package is too costly time-wise.

That's not the point I was trying to make.  My point was that _the package
shows how to build on all supported platforms_ and hence provides an
"existence proof". So you should download _it_ and see if you can build it.
You should be able too---and then be able to carry what it does over to your
project. 

And as James said by now too, it may be as simple as setting the required env
var.

Cheers, Dirk

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