On Linux the Python Development Headers are needed to link Python to R.
On Debian and Debian-based Linux distributions (including Ubuntu and other derivatives) the Python Development Headers can be installed by typing the following into the terminal.
apt-get install python-dev
For Red Hat Enterprise Linux , Fedora, and other Red Hat Linux-based distributions, use the following for installation.
yum install python-devel
There are no additional dependencies on Windows, for more information see the Installation section.