Calling C++ out of R using a Makefile
C++ code:
cmLL.cpp, the C++ code
Makefile, the Makefile to compile C++ code
mLL.R, the R code (which calls the C++ code)
do.R, the R code to show how to use the C++/R code and compare to simple vectorized R
data used in do.R
Rcpp frequently asked questions
looks like a nice webpage for getting started with Rcpp