Compile R into a standalone EXE for WINNT

I have an R script (transferred from SPLUS) and would like to compile a
standalone EXE (or DLL)
for WINNT. Would somebody know how this works or how it could be done ?

To do what exactly?  You cannot compile R code to machine code: you need
an R interpreter.

I don't see the point of having a single script as an application anyway: 
don't you need some control, e.g. of the input?

It is possible to write a graphical front end in e.g. Visual Basic and use 
that to send a script to an embedded R interpreter (most easily by DCOM 
under Windows, but it can be done directly).

Perhaps you could start at the beginning and tell us what you want to 
achieve (rather than asking for some specific technical solution)?

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595