The gsl R package is a wrapper for the GSL C library (note capitalization).

Installing gsl from source requires you to download and install GSL
first.  Ensure that you can compile and run a simple test program such
as the example program near the start of the GSL Reference Manual.

You will need at least GSL version 2.5: using earlier versions will
give errors such as

error: too few arguments to function 'gsl_sf_ellint_D_e'


Some linux users report that is is possoble to go to the Ubuntu
Software Center and install "GNU Scientific Library (GSL) --
development package", which has the name "libgsl0-dev".

If the gsl R package builds successfully but will not load, make sure
to inform your system linker/loader where to find the GSL libraries
used to compile it.  That step may be missed when using a manual GSL
installation as opposed to one performed by a package manager.

One common problem when installing from source is that the system
cannot find "gsl-config".  Typically, install.packages() reports
something like

checking for gsl-config... no
configure: error: gsl-config not found, is GSL installed?
ERROR: configuration failed for package 'gsl'

On unix-type systems, "which gsl-config" locates the file gsl-config;
ensure that the $PATH environment variable includes the directory
where gsl-config is held.  Usually, this is not necessary with default
settings, but many users wish to work with GSL files which are
installed in a non-standard location.