[Rd] Problem cross-compiling on Ubuntu

[Harry Southworth]

I'm using Ubuntu 8.10 (Intrepid Ibex) and R 2.7.1.

I've built a package from source (a modified version of gbm) and it
contains some C++ code.  I now want to cross-compile it to get a
Windows version.

I installed R using
   sudo apt-get update
   sudo apt-get install r-base
   sudo apt-get install r-base-dev

So far as I can tell, I've also followed all the instructions in the
guide to cross-compiling by Yan and Rossini.

When I try to cross-compile I get a load of errors, apparently due to
R.h (and possibly other things) not being found:

[snip - everything fine up to here]
i586-mingw32-g++ -isystem
/home/harry/RLibrary/forWindows/cross-tools/i586-mingw32/include
-I/home/harry/RLibrary/forWindows/WinR/R-2.6.0/include    -Wall -O2
-c adaboost.cpp -o adaboost.o
In file included from dataset.h:20,
                 from node_terminal.h:21,
                 from distribution.h:20,
                 from adaboost.h:20,
                 from adaboost.cpp:3:
buildinfo.h:8:19: R.h: No such file or directory
adaboost.cpp: In member function `virtual GBMRESULT
CAdaBoost::ComputeWorkingResponse(double*, double*, double*, double*,
double*, double*, bool*, long unsigned int, int)':
adaboost.cpp:33: error: `exp' was not declared in this scope
adaboost.cpp:33: warning: unused variable 'exp'
[etc. - snip]

I'd be grateful if anyone can suggest what I might be doing wrong.

Many thanks,
Harry