RInside is a way to get R code working from within C++. Based on the examples from Dirk's book I decided to try this out. I eventually got stuck at several places trying to get it to work. So I just wanted to share with you all steps to get it right the first time. Some of the errors you will face are "R.dll not found" error or the "Fatal Error: unable to open the base package" Important: For RInside to work it is very important that you have all the directories and variables set in the PATH and R_HOME variables. 1. PATH should contain /e/R/R-3.1.3/bin/i386, /c/RBuildTools/3.1/gcc-4.6.3/bin, /c/RBuildTools/3.1/bin 2. R_HOME should equal /e/R/R-3.1.3 3. I am using the MinGW\Msys shell to do all this. 4. The RInside examples are located in /e/R/R-3.1.3/library/RInside/examples/standard folder. 5. To compile this under windows use command make -f Makefile.win 6. All the files will be compiled using gcc. Hope this helps all.