I have written a .cpp file and I want to compile it to a .dll for use with R and RCPP. (without using the inline package). I am using WinXP and R 2.13.2 and RCPP 0.9.7. I am
A couple of quick points:
The gcc and g++ compilers from MinGW behave just like other compilers from the gcc family. That means there is no 'add to search path': you use the -I/some/dir switch to add that path and directory. Similarly, -L/some/lib adds that directory to the linker path.
You really want to use a Makefile. Our Rcpp packages comes with lots of examples; you could look at the Makefile in the ConvolveBenchmarks directory.
But what you really want is to use so-called "package". We have an entire vignette Rcpp-package devoted to this. It can be as simple as calling the rcpp.package.skeleton() function which creates the package for you---and the dynamic library gets created as a side-effect.
If all this is too confusing, try getting familiar with inline first. Use the verbose=TRUE argument to see how inline builds the dynamic library!
Lastly, we spell it Rcpp, not RCPP.
The rcpp-devel mailing list is a good source of help too.