If you have gsl installed,

library(devtools)
devtools::install_devtools("certifiedwaif/blma")

should install and build the package. The package relies on the gsl library being installed. On Windows, gsl will be downloaded as part of the package installation. On Mac OS X, if you are using Homebrew, gsl can be installed by executing the command

brew install gsl

Install the blma package via the R commands:

library(devtools)
install_github("certifiedwaif/blma")

Special thanks to Jerone Ooms @opencpu for his help with getting the package building on Windows automatically, and to Maëlle Salmon @ma_salmon for CCing him in the first place and introducing me to Travis-CI and RAppVeyor.