If you have gsl installed, you should install and build the package.

library(devtools)
devtools::install_devtools("certifiedwaif/blma")

The package relies on the gsl library being installed. On Windows, gsl will be downloaded as part of the package installation. On Mac OS X, if you are using Homebrew, gsl can be installed by executing the command

brew install gsl

If you are using Linux, you should consult your distribution's documentation on how to install gsl.

Due to the version of RcppEigen that is on CRAN, compiling any code which uses Eigen generates sometimes hundreds of lines of compiler warnings. This often obscures real warnings and errors that we would like to be able to easily find! To avoid this, and have your package build less noisily, add

CPPFLAGS= -Wno-ignored-attributes

to your ~/.R/Makevars file.

Install the blma package via the R commands:

library(devtools)
install_github("certifiedwaif/blma")

Special thanks to Jerone Ooms @opencpu for his help with getting the package building on Windows automatically, and to Maëlle Salmon @ma_salmon for CCing him in the first place and introducing me to Travis-CI and RAppVeyor.