[R-SIG-Mac] R CMD SHLIB produces make: *** No rule to make target "R.o", needed by "R.so"

[Chien Lin Terry Huang]

Hi there,

I have been trying to run some C code in R. After following various 
instructions on the internet still no avail.
This is what I did:

In the R.c file, I have the following:

==================================
#include <R.h>
#include <math.h>

void last_event_newton( double *time , double *beta0 , double *beta1 , 
double *rho , double *D , double *K , double *L , double *output )
{
     ...not very important code
}
==================================

Then in the terminal (Snow Leopard), I typed:
~ User$ R CMD SHLIB R.c

This is the result:
make: *** No rule to make target `R.o', needed by `R.so'.  Stop.

After googling, I can't find much documentation on this. If anyone can 
help me to figure this out that would be great.

Many thanks
Terry