I have to install the "cobreak" package in R (Windows 10), which is requiring the packages "rcpp" and "rcpparmadillo" as well as gsl. I installed GSL 2.6 via "cygwin" and tried again via "mingw". Still R cannot locate gsl when installing cobreak:
> *** arch - i386 /mingw32/bin/g++ -std=gnu++11 -I"C:/PROGRA~1/R/R-40~1.2/include" -DNDEBUG -I'C:/Users/sakei/Documents/R/win-library/4.0/Rcpp/include' -I'C:/Users/sakei/Documents/R/win-library/4.0/RcppArmadillo/include' -O2 -Wall -mfpmath=sse -msse2 -mstackrealign -c cointmdl.cc -o cointmdl.o In file included from genmdl.h:5,
> from cointmdl.cc:1: random_arma.h:4:10: fatal error: gsl/gsl_rng.h: No such file or directory #include <gsl/gsl_rng.h>
> ^~~~~~~~~~~~~~~ compilation terminated.
Does anyone have a solution?