spaMM is conceived to minimize installation issues but it nevertheless suggests using some external libraries. These are all accessed through R packages so their installation should be easy when installing binary packages. The Details below give hints for installing packages from source. They may all be obsolete if you are using the Rtools42 on Windows. For all cases not considered below, help yourself. If you are using the Rtools40 on Windows, you should have a look at the package manager in the Rtools40 bash shell.
The ROI.plugin.glpk package requires the Rglpk package, which itself requires the external glpk library. For the latter, Debian-ists and alikes should sudo apt-get install libglpk-dev. MacOSX users should brew install glpk if using brew; Windows users should try using
pacman -S mingw-w64-x86_64-glpk in the Rtools40 bash shell, together with
Sys.setenv(GLPK_HOME = "$(MINGW_PREFIX)") in the R session (but I have not fully tested this; previously I had to install glpk from https://sourceforge.net/projects/winglpk/).
The nloptr package requires the external NLopt library. Windows users should try using
pacman -S mingw-w64-x86_64-nlopt in the Rtools40 bash shell (but again I have not fully tested this; see also the README of nloptr).
To install nloptr 2.0.0 from sources on Debian one may have to install libnlopt-dev: sudo apt-get install libnlopt-dev
Likewise for gmp one may need to install libgmp3-dev.