Dear All,
 
I have difficulty in installing the package of Rcplex. Its description web is 
at 
http://cran.r-project.org/web/packages/Rcplex/index.html
 
First, I tried 
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url <- "http://cran.r-project.org/src/contrib/Rcplex_0.3-0.tar.gz";; 
download.file(url, basename(url), mode="wb") 
install.packages(basename(url), repos=NULL) 
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but got the error of 
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> install.packages(basename(url), repos=NULL)  
Error in gzfile(file, "r") : cannot open the connection
In addition: Warning messages:
1: In unzip(zipname, exdir = dest) : error 1 in extracting from zip file
2: In gzfile(file, "r") :
  cannot open compressed file 'Rcplex_0.3-0.tar.gz/DESCRIPTION', probable 
reason 'No such file or directory'
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Then, I looked into the installation instruction of this package at 
http://cran.r-project.org/web/packages/Rcplex/INSTALL
Since I am using windows, I was looking at the instruction as 
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***WINDOWS***

Installation on Windows systems is done by using the provided
Makevars.win file in the src directory. It contains the following
lines:

PKG_CPPFLAGS=-I<CPLEX_DIR>/include
PKG_LIBS=-L<CPLEX_DIR>/lib/x86_windows_vs2008/stat_mda -lcplex111 -lm

where <cplex_dir> is the cplex installation directory
e.g. /c/ilog/cplex111. Please edit your Makevars.win file accordingly.

We have successfully tested this procedure with CPLEX 11.1 on 32-bit
Windows XP.
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I do not understand what it means exactly. I do fine the file of Makevars.win, 
and confirmed the content as described above. But what directory should I 
replace "/c/ilog/cplex111", and how to proceed so as to install the package. I 
got no idea. One thing to note is that it is stated from the web 
http://cran.r-project.org/web/views/Optimization.html that 
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Interfaces to Commercial Optimizers 
This section surveys interfaces to commercial solvers. Typically, the  
corresponding libraries have to be installed separately. 
        * PackagescplexAPI andRcplex provide an    interface to the CPLEX 
solver package from IBM . CPLEX    provides dual/primal simplex optimizers as 
well as a barrier    optimizer for solving large scale linear and quadratic    
programs. Furthermore, it offers a mixed integer optimizer to    solve 
difficult mixed integer programs. Note that CPLEX is not    free  and you have 
to get a license from IBM . Academics will receive a free    licence upon 
request. [LP, IP, BP, QP, MILP, MIQP, IPM]       
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I am not sure the above statement is relevant or not. In case there is a 
necessary to get the license, since I work in a university and I think I could 
figure out how to get it by consulting the support within my own university.
 
 
Thank you very much!
William
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