How do I install an R package from the source tarball on windows?

I know this is an old question but it came up first in my Google search for this same question, even though I knew the answer I just wanted something to copy and paste. Which makes it worth improving the answer for future reference. So here is what works for me:

Install rtools, then:

install.packages(path_to_file, repos = NULL, type="source")

Two answers that may help you avoid the hassle of installing Rtools.

1. Use http://win-builder.r-project.org/ to build a binary version, download it, and install (using install.packages(...,repos=NULL))
2. If the package has no binary component (i.e. no src directory with C, C++, or Fortran code that needs to be compiled during installation (not true for forecast, but possibly useful some other time) then simply specifying type="source" within the install.packages call (whether from a repository or a local copy of the source tarball (.tar.gz file)) will install the source package, even on Windows.

Start by reviewing the section on Windows packages in the R Installation and Administration manual, then carefully follow the instructions from The Windows toolset appendix.

I know it's usually bad form to mainly provide links in an answer, but these are links to the canonical references on this topic. I simply link to them rather than summarize their contents, since they should be accurate for the most current R release.