Make sure Rcpp is installed.
(e.g > install.packages("Rcpp"))

- go into rstudio
- set your working directory, your R project with Rcpp will be a subdirectory.
- /file/New Project/New Directory/Create R Package using Rcpp
   - you will have to choose a name for the R package subdirectory.

You will see this:
* Edit the help file skeletons in 'man', possibly combining help files for multiple
  functions.
* Edit the exports in 'NAMESPACE', and add necessary imports.
* Put any C/C++/Fortran code in 'src'.
* If you have compiled code, add a useDynLib() directive to 'NAMESPACE'.
* Run R CMD build to build the package tarball.
* Run R CMD check to check the package tarball.

Read "Writing R Extensions" for more information.    

- you should also edit the DESCRIPTION file

- there is already a "dummy" C++ file in src, try building the package as is using
  (i) /build/install package (main menu) or (ii) build/clean and install (build tab in top-right panel).

- try calling the function rcpp_hello_world()

- in the Files tab (lower right panel) do /wheel/show hidden file so you can see the .o and .so files.

- copy cmll.{h,cpp} to src

- rebuild, notice that cmll.o is in src

- start R script in directory above project to test
     - e.g. call rcpp_hello_world

- edit DESCRIPTION file in main project directory

- start new C++ file at +

- note in Rcpp file:

    // Learn more about Rcpp at:
    //   http://www.rcpp.org/
    //   http://adv-r.had.co.nz/Rcpp.html
    //   http://gallery.rcpp.org/

- edit C++:
    - get rid of comments, #include "cmll.h", change name  -> rcmll
    - add NumericVector args for x,y,b=(b0,b1)
    - call c
    - return list