Compile the given source files and then link all specified object
  files into a shared object aka DLL which can be loaded into R using
  dyn.load or library.dynam.
R CMD SHLIB [options] [-o dllname] filesa list specifying the object files to be included in the shared object/DLL. You can also include the name of source files (for which the object files are automagically made from their sources) and library linking commands.
the full name of the shared object/DLL to be built,
    including the extension (typically .so on Unix systems, and
    .dll on Windows).  If not given, the basename of the object/DLL
    is taken from the basename of the first file.
Further options to control the processing.  Use
    R CMD SHLIB --help for a current list.
    The most useful one on Windows is -d to build a debug DLL.
R CMD SHLIB is the mechanism used by INSTALL to
  compile source code in packages.  It will generate suitable
  compilation commands for C, C++, Objective C(++) and Fortran sources: Fortran
  90/95 sources can also be used but it may not be possible to mix these
  with other languages (on most platforms it is possible to mix with C,
  but mixing with C++ rarely works).
Please consult section ‘Creating shared objects’ in the manual
  ‘Writing R Extensions’ for how to customize it (for example to
  add cpp flags and to add libraries to the link step) and for
  details of some of its quirks.
Items in files with extensions .c, .cpp,
  .cc, .C, .f, .f90, .f95, .m
  (ObjC), .M and .mm (ObjC++) are regarded as source
  files, and those with extension .o as object files.  All other
  items are passed to the linker.
Objective C(++) support is optional when R was configured: their main usage is on macOS.
Note that the appropriate run-time libraries will be used when linking if C++, Fortran or Objective C(++) sources are supplied, but not for compiled object files from these languages.
Option -n (also known as --dry-run) will show the commands that would be run without actually executing them.
If there is an exports file dllname-win.def in the current
  directory it will be used, otherwise all entry points in object files
  (but not libraries) will be exported from the DLL.
COMPILE,
  dyn.load, library.dynam.
The ‘R Installation and Administration’ and ‘Writing R Extensions’ manuals, including the section on “Customizing compilation” in the former.
# NOT RUN {
# To link against a library not on the system library paths:
R CMD SHLIB -o mylib.so a.f b.f -L/opt/acml3.5.0/gnu64/lib -lacml
# }
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