Interesting, I see there is an article for building R on Linux but I didn't find any for Windows. Here' s the Linux version of the build instructions, might find some hints there: https://software.intel.com/en-us/articles/build-r-301-with-intel-c-compiler-and-intel-mkl-on-linux. What version are trying to compile?
I use the R-3.2.2, RInside_0.2.13,Rcpp_0.12.2.
I've compiled using MinGW and run the examples of RInside on windows.
Does anyone know how to compile RInside program using intel c++ compiler on windows?