title: Error: gsl/gsl_file.h : No such file or directory found
body: <p>Here's what I have been doing for almost 6 days and haven't got any solution. </p>
  
  <p>I am trying to call some C functions from R on my Win7 system. The R code includes function which contains other statistics function(like multivariate normal density function etc.). Now to make a copy of that same function in C, I need to use GSL GNU libraries(or anything else could also be useful?). So I downloaded the setup, source and binary files from the GNU website. </p>
  
  <p>I saved all the stuff i.e. R, RStudio, Rtools, GNU software, and CodeBlocks(using this for writing the C function, contains its own gcc compiler) at the same location in the disc. I changed the path accordingly. </p>
  
  <p>I am now trying to call <code>R CMD SHLIB filename.c</code> and even the <code>SHLIB -lgsl -lgslcblas -lm -o</code> commands but none seems to be working.</p>
  
  <p>How can I succesfully finish the compilation process and move ahead with my R code?</p>