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User contributed comments, clarifications and examples
I couldn't get compile-file to work under cygwin with a Gambit install out of the box. Instead I had to make a few modifications:
First you have to move ~~/bin/gambc-cc.bat to ~~/bin/gambc-cc.sh (Assuming you got the unix version. You can compare it with the <gambit-src-distro>/bin/gambc-cc.bat.unix to be sure).
Next up, make a simple dos batch file to call the bash file:
c:\bin\bash.exe /usr/local/Gambit-C/v4.5.2/bin/gambc-cc.sh %*
Don't forget to set the path to wherever you installed Gambit!
Finally, make sure both the bat and sh scripts have the executable flag set
chmod 777 gambc-cc.sh chmod 777 gambc-cc.bat
After that, compilation with (compile-file) should work perfectly.