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Cygwin and Rtools

You need Rtools and not Cygwin.  In particular, the make is different, and 
the Cygwin one will not work.

I don't know where the confusion comes from: nothing in the R 
documentation suggests using Cygwin.  I believe that these days when 
Cygwin is installed it does not put itself in the Windows path, so you 
don't even need to know it is installed.  (I do have it installed on one 
of my boxes just to test Cygwin builds of R -- Cygwin as a Unix-alike.)
On Thu, 20 Mar 2008, David Scott wrote: