title: lme4 fails to build on Ubuntu (Precise Pangolin) : RcppEigen.h: No such file
body: <p>I have a problem to install lme4 under Ubuntu (Precise Pengolin). I get the following error message:</p>
  
  <pre><code>** help
  *** installing help indices
  ** building package indices
  Loading required package: Matrix
  ** installing vignettes
     ‘Comparisons.Rnw’ 
     ‘Design-issues.Rnw’ 
     ‘Intro2Matrix.Rnw’ 
     ‘Introduction.Rnw’ 
     ‘sparseModels.Rnw’ 
  ** testing if installed package can be loaded
  * DONE (Matrix)
  * installing *source* package ‘lme4’ ...
  ** Paket ‘lme4’ erfolgreich entpackt und MD5 Summen überprüft
  ** libs
  g++ -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include"  -DNDEBUG -DEIGEN_DONT_VECTORIZE -fpic  -O3 -pipe  -g  -c external.cpp -o external.o
  In file included from external.cpp:7:0:
  predModule.h:12:23: fatal error: RcppEigen.h: No such file or directory
  compilation terminated.
  make: *** [external.o] Error 1
  ERROR: compilation failed for package ‘lme4’
  </code></pre>
  
  <p>My session info:</p>
  
  <pre><code>sessionInfo()
  R version 3.0.1 (2013-05-16)
  Platform: i686-pc-linux-gnu (32-bit)
  
  locale:
   [1] LC_CTYPE=de_DE.UTF-8       LC_NUMERIC=C              
   [3] LC_TIME=de_DE.UTF-8        LC_COLLATE=de_DE.UTF-8    
   [5] LC_MONETARY=de_DE.UTF-8    LC_MESSAGES=de_DE.UTF-8   
   [7] LC_PAPER=C                 LC_NAME=C                 
   [9] LC_ADDRESS=C               LC_TELEPHONE=C            
  [11] LC_MEASUREMENT=de_DE.UTF-8 LC_IDENTIFICATION=C       
  
  attached base packages:
  [1] stats     graphics  grDevices utils     datasets  methods   base     
  
  loaded via a namespace (and not attached):
  [1] tools_3.0.1
  </code></pre>
  
  <p>Any ideas?</p>