下载rtools，然后自己编译它。

I tried to build a windows package for you, but failed to install on my windows machine due to errors.

Build log

* checking for file 'NonAddPenalty/DESCRIPTION' ... OK
* preparing 'NonAddPenalty':
* checking DESCRIPTION meta-information ... OK
* cleaning src
* checking whether 'INDEX' is up-to-date ... NO
* use '--force' to remove the existing 'INDEX'
* excluding invalid files
Subdirectory 'R' contains invalid file names:
  zzz.0
Subdirectory 'man' contains invalid file names:
  RUN.ME big.dvi big.pdf
* checking for LF line-endings in source and make files
* checking for empty or unneeded directories
* building binary distribution
gcc -I"C:/PROGRA~1/R/R-212~1.1/include"         -O3 -Wall  -std=gnu99 -c AIC.c -o AIC.o
gcc -I"C:/PROGRA~1/R/R-212~1.1/include"         -O3 -Wall  -std=gnu99 -c GridMISE.c -o GridMISE.o
gcc -I"C:/PROGRA~1/R/R-212~1.1/include"         -O3 -Wall  -std=gnu99 -c Iteration.c -o Iteration.o
gcc -I"C:/PROGRA~1/R/R-212~1.1/include"         -O3 -Wall  -std=gnu99 -c bivariate.c -o bivariate.o
gcc -I"C:/PROGRA~1/R/R-212~1.1/include"         -O3 -Wall  -std=gnu99 -c ll.c -o ll.o
gcc -I"C:/PROGRA~1/R/R-212~1.1/include"         -O3 -Wall  -std=gnu99 -c matalg.c -o matalg.o
gcc -I"C:/PROGRA~1/R/R-212~1.1/include"         -O3 -Wall  -std=gnu99 -c matrixS.c -o matrixS.o
gcc -I"C:/PROGRA~1/R/R-212~1.1/include"         -O3 -Wall  -std=gnu99 -c matrixZ.c -o matrixZ.o
gcc -I"C:/PROGRA~1/R/R-212~1.1/include"         -O3 -Wall  -std=gnu99 -c options.c -o options.o
gcc -shared -s -static-libgcc -o NonAddPenalty.dll tmp.def AIC.o GridMISE.o Iteration.o bivariate.o ll.o matalg.o matrixS.o matrixZ.o options.o -LC:/PROGRA~1/R/R-212~1.1/bin/i386 -lR
.................

packaged installation of 'NonAddPenalty' as NonAddPenalty_0.7-9.zip
* DONE (NonAddPenalty)

Try if you can install the attached on you computer.

Good luck.





1# heartfly1980