sudo add-apt-repository ppa:edd/misc
sudo apt-get update
sudo apt-get install libmlpack-dev libboost-all-dev libboost-program-options-dev libboost-serialization-dev libarmadillo-dev r-cran-rcpp r-cran-rcpparmadillo
in R
: devtools::install_github("eddelbuettel/rcppmlpack2")