Thank you both for helping. Still could not figure out.
 
I was contacting different supporting IT departments in my university but did not get any help.
 
For the moment, I just want to what does the instruction of the package means. You could find this instruction on page http://cran.r-project.org/web/packages/Rcplex/INSTALL
 --------------------------------------------------------------------------------------------------
***WINDOWS***
Installation on Windows systems is done by using the provided
Makevars.win file in the src directory. It contains the following
lines:
PKG_CPPFLAGS=-I<CPLEX_DIR>/include
PKG_LIBS=-L<CPLEX_DIR>/lib/x86_windows_vs2008/stat_mda -lcplex111 -lm
where <cplex_dir> is the cplex installation directory
e.g. /c/ilog/cplex111. Please edit your Makevars.win file accordingly.
We have successfully tested this procedure with CPLEX 11.1 on 32-bit
Windows XP.
--------------------------------------------------------------------------------------------------
 
 
I can find the file and see the codes. But what new path should I put, and what to do next?
 
Thanks,
Wei


________________________________
From: Uwe Ligges <ligges@statistik.tu-dortmund.de>
To: David Winsemius <dwinsemius@comcast.net> 

oject.org> 
Sent: Monday, February 20, 2012 6:01 AM
Subject: Re: [R] installing the package Rcplex



On 20.02.2012 01:54, David Winsemius wrote:
>
> On Feb 19, 2012, at 7:45 PM, zheng wei wrote:
>
>> I did not know this before. I installed it as you suggested. what to
>> do next?
>
> Read the Installation Manual?
>

And don't forget this is a source package for which no CRAN Windows 
binary exists, hence it may be not that straightforward to get it done 
and you wil have to read the INSTALL file from the source package carefully.

Uwe Ligges
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