Add CC=gcc-5 CXX=g++-5 PKG_CFLAGS= -I/Users/Pietras/Downloads/nloptr-master/nlopt-2.4.2/include PKG_LIBS= -lm /Users/Pietras/Downloads/nloptr-master/nlopt-2.4.2/lib/libnlopt_cxx.a to ~/.R/Makevars