I apologise if this post is redundant with the one on stackoverflow, however, there has been no expert response/guidance there, this post might hopefully remedy that.

In short, it seems that linking an external library that is calling Eigen with an Rcpp wrapper using Rtools mingw_64 (required by R) fails to resolve Eigen objects. Please see here:
https://stackoverflow.com/questions/585 ... -and-eigen

This package/library build and work fine on Linux, OSX and Rtools mingw_32.

Thank you.