pure R code package for Windows

You can also use the Windows binary build and check service at 
http://129.217.207.166 after reading its disclaimer...

Thank you very much. This worked including generating .chm file. The resulting
package is installable under R GUI on Windows XP, which is sufficient for me.

Let me point out that I did not succeed to install any package
(including the standard ones like rpart) on Windows using R CMD INSTALL <package>,
although I have Rtools and perl installed, running and in the path.

The error message for windows binary package rpart from CRAN is:
  Error in Rdinfo(RdFiles[i]) : missing/empty \name field in 'E:/R/rpart/man/rpart.Rd.gz
  Rd files must have a non-empty \name.

4. Install the package under Linux and zip the directory
 library/<package> and unzip it in the library directory
 on Windows machine. This works. The package behaves
 correctly. However, I do not think that this is a suggested
 method.

Well, it _is_ a suggested method: see README.packages.

This also produced a package installable by the standard procedure under
Windows GUI. Thank you for pointing this out. (Again, R CMD INSTALL does
not work for the resulting package.)

All the best, Petr.