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compiling R under cygwin

Depending on what you mean by "native". Anyway, I'd rather have it
uniform to use and easy to maintain across the platforms then keeping
the face of the host os. In any case what I'd suggested is to have the
uniform setup everywhere and "os" specific somewhere in case anybody
needs it. How is that bad? I can tell you it would be a very big issue
to make a "native Windows" user of R to find setwd() on *nix platform.
BTW, R preferred usage is CLI, isn't it. CLI is fully maintained on
Windows too. 

Please also note I did not mention cygwin or something and did not
express any attitude to the port/implementation.

Finally I just wanted to have my vote put there (apparently not where
your vote is) not to argue.