Compile OpenBLAS for R on Windows

  1. Install MinGW using the installer: http://sourceforge.net/projects/mingw/files/latest/download?source=files Make sure install MSYS
  2. Install wget within MinGW: mingw-get install msys-wget
  3. Download OpenBLAS: https://github.com/xianyi/OpenBLAS/archive/develop.zip
  4. Compile it using make