A new release of Rcpp awaits inclusion on CRAN and has also been sent as a .deb to Debian. It will hit mirrors over the next few days, in the meantime you can get it here as well.

This release has a couple new features :

• inline support: the cfunction from Oleg Sklyar’s excellent inline package has been imported and adapted. This means simple C++ programs can be defined in an R character vector and passed to cfunction which will create a complete file that it then compiles, links and loads — giving you access to compiled C++ code right from the R prompt without having to worry about compiler flags, linker options, … Better still, we extended this to not only support Rcpp but any external library via addtional header / linker arguments that will be passed to R via the PKG_CPPFLAGS, PKG_CXXFLAGS and PKG_LIBS environment variables.
• this even works on Windoze (if you have the Rtools installed as detailed in the Windows Toolset appendix to the R Installation manual) in exactly the same way. And no folks, that still does NOT mean you can use Visual Whatever — R really requires MinGW as the links in this parapgraph document very plainly. But if and when you have the tools, R’s remarkable consistency across operating systems allows you to use Rcpp and inline in pretty much the same way.
• A handful of new examples for the inline support have been added.
• A new type RcppSexp for simple int, double or std::string scalars as well as vectors; this is particularly useful for the inline support.
• This also completes the source code reorginsation: every class now has its own header and implementation file
• Last but not least, the package has been relicensed from LGPL-2.1 (or later) to GPL 2 (or later).

Fuller details are in the ChangeLog on Rcpp page.