I had a problem like this for a while with bigmemory et. al...  the check
went through to the very end, including successfully building the man pages,
then a number of shells popped up and the process died as described here.
The build was successful.  We never did figure out exactly why, but are
fairly sure it was related to our older, overly complicated in our
configuration process.  This included (among other things which I doubt are
related) invoking R from configure.win for the purpose of discovering
particulars of the platform/environment.

Once we streamlined the configuration process (and avoided calling R from
configure.win in particular), the problem vanished.

We never had this problem with the use of _ as you report.  I'm sure we have
many such characters, though perhaps not in exactly the same context.

Jay

--------------------------------

To be more precise, while the build process worked, the check did not. When
it got to the point "* checking for portable compilation flags in Makevars
..."
a number of shells popped up (to run c:\Rtools\sh.exe) and the process died.

-- 
John W. Emerson (Jay)
Associate Professor of Statistics
Department of Statistics
Yale University
http://www.stat.yale.edu/~jay <http://www.stat.yale.edu/%7Ejay>

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