title: build R pacakge for windows -ERROR: compilation failed for package xxx
body: <p>I am having trouble to build a dummy testing package for R on windows. 
  for testing purpose,in R terminal, I input: </p>
  
  <pre><code>a=rnorm(10)
  package.skeleton("pkgtest")
  </code></pre>
  
  <p>then I run <code>R CMD check pkgtest</code> on this dummy package and got error like</p>
  
  <pre><code>* using R version 2.12.0 (2010-10-15)
  * using platform: i386-pc-mingw32 (32-bit)
  * using session charset: ISO8859-1
  * checking for file 'pkgtest/DESCRIPTION' ... OK
  * checking extension type ... Package
  * this is package 'pkgtest' version '1.0'
  * checking package dependencies ... OK
  * checking if this is a source package ... OK
  * checking for executable files ... OK
  * checking whether package 'pkgtest' can be installed ... ERROR Installation failed.
  </code></pre>
  
  <p><strong>EDIT</strong>,The full log file:</p>
  
  <pre><code>* installing *source* package 'pkgtest' ...
  ** libs
  cygwin warning:
    MS-DOS style path detected: C:/R/R-212~1.0/etc/i386/Makeconf
    Preferred POSIX equivalent is: /cygdrive/c/R/R-212~1.0/etc/i386/Makeconf
    CYGWIN environment variable option "nodosfilewarning" turns off this warning.
    Consult the user's guide for more details about POSIX paths:
      http://cygwin.com/cygwin-ug-net/using.html#using-pathnames
  ERROR: compilation failed for package 'pkgtest'
  `* removing 'C:/DOCUME~1/xxxx'` 
  </code></pre>
  
  <p>That is all. I have a data <code>a</code> in the data folder, so it is not empty. The Rd file can actually compile to pdf by <code>Rcmd rd2pdf</code>, its title is not empty. </p>
  
  <p>did I missing something very basic for this error? I Have Rtools2.12 installed. I even have package <code>inline</code> and <code>Rcpp</code> intalled and running examples fine. 
  To test my R environment setup, I downloaded Rcpp source package and did a <code>R cmd check</code> on <code>Rcpp</code>, it went fine. </p>