Cannot install Rcppeigen

Hello,
I am getting the following output / error messages when I try to download the package lm4.
I am just getting started with R and I can't figure out how to solve the issue by myself. I already installed Cmaker but it did not help. Any help would be much appreciated!

mv: rename nlopt/lib to nlopt/lib/lib: Invalid argument
configure: creating ./config.status
config.status: creating src/Makevars
** libs
clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I../inst/include  -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/testthat/include' -I/usr/local/include   -fPIC  -Wall -g -O2  -c init_nloptr.c -o init_nloptr.o
clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I../inst/include  -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/testthat/include' -I/usr/local/include   -fPIC  -Wall -g -O2  -c nloptr.c -o nloptr.o
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I../inst/include  -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/testthat/include' -I/usr/local/include   -fPIC  -Wall -g -O2  -c test-C-API.cpp -o test-C-API.o
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I../inst/include  -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/testthat/include' -I/usr/local/include   -fPIC  -Wall -g -O2  -c test-runner.cpp -o test-runner.o
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -dynamiclib -Wl,-headerpad_max_install_names -undefined dynamic_lookup -single_module -multiply_defined suppress -L/Library/Frameworks/R.framework/Resources/lib -L/usr/local/lib -o nloptr.so init_nloptr.o nloptr.o test-C-API.o test-runner.o -L/Library/Frameworks/R.framework/Resources/lib -lRlapack -L/Library/Frameworks/R.framework/Resources/lib -lRblas -L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin18/8.2.0 -L/usr/local/gfortran/lib -lgfortran -lquadmath -lm nlopt/lib/libnlopt.a -F/Library/Frameworks/R.framework/.. -framework R -Wl,-framework -Wl,CoreFoundation
ld: warning: directory not found for option '-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin18/8.2.0'
ld: warning: directory not found for option '-L/usr/local/gfortran/lib'
ld: library not found for -lgfortran
clang: error: linker command failed with exit code 1 (use -v to see invocation)
make: *** [nloptr.so] Error 1
ERROR: compilation failed for package ‘nloptr’
* removing ‘/Library/Frameworks/R.framework/Versions/4.0/Resources/library/nloptr’
Warning in install.packages :
  installation of package ‘nloptr’ had non-zero exit status
* installing *source* package ‘RcppEigen’ ...
** package ‘RcppEigen’ successfully unpacked and MD5 sums checked
** using staged installation
** libs
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG  -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I/usr/local/include  -I../inst/include -fPIC  -Wall -g -O2  -c RcppEigen.cpp -o RcppEigen.o
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:1:
In file included from ../inst/include/Eigen/Core:540:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:2:
In file included from ../inst/include/Eigen/LU:47:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:3:
In file included from ../inst/include/Eigen/Cholesky:12:
In file included from ../inst/include/Eigen/Jacobi:29:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:3:
In file included from ../inst/include/Eigen/Cholesky:43:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:4:
In file included from ../inst/include/Eigen/QR:15:
In file included from ../inst/include/Eigen/Householder:27:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:4:
In file included from ../inst/include/Eigen/QR:48:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:5:
In file included from ../inst/include/Eigen/SVD:48:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:6:
In file included from ../inst/include/Eigen/Geometry:58:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:7:
In file included from ../inst/include/Eigen/Eigenvalues:58:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:26:
In file included from ../inst/include/Eigen/SparseCore:66:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:27:
In file included from ../inst/include/Eigen/OrderingMethods:71:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:29:
In file included from ../inst/include/Eigen/SparseCholesky:43:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:32:
In file included from ../inst/include/Eigen/SparseQR:34:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:33:
In file included from ../inst/include/Eigen/IterativeLinearSolvers:46:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:32:
In file included from ../inst/include/Eigen/CholmodSupport:45:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:35:
In file included from ../inst/include/unsupported/Eigen/KroneckerProduct:34:
../inst/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:39:
In file included from ../inst/include/unsupported/Eigen/Polynomials:135:
../inst/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppEigen.cpp:22:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:40:
In file included from ../inst/include/unsupported/Eigen/SparseExtra:51:
../inst/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
18 warnings generated.
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG  -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I/usr/local/include  -I../inst/include -fPIC  -Wall -g -O2  -c RcppExports.cpp -o RcppExports.o
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:1:
In file included from ../inst/include/Eigen/Core:540:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:2:
In file included from ../inst/include/Eigen/LU:47:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:3:
In file included from ../inst/include/Eigen/Cholesky:12:
In file included from ../inst/include/Eigen/Jacobi:29:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:3:
In file included from ../inst/include/Eigen/Cholesky:43:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:4:
In file included from ../inst/include/Eigen/QR:15:
In file included from ../inst/include/Eigen/Householder:27:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:4:
In file included from ../inst/include/Eigen/QR:48:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:5:
In file included from ../inst/include/Eigen/SVD:48:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:6:
In file included from ../inst/include/Eigen/Geometry:58:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:7:
In file included from ../inst/include/Eigen/Eigenvalues:58:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:26:
In file included from ../inst/include/Eigen/SparseCore:66:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:27:
In file included from ../inst/include/Eigen/OrderingMethods:71:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:29:
In file included from ../inst/include/Eigen/SparseCholesky:43:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:32:
In file included from ../inst/include/Eigen/SparseQR:34:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:33:
In file included from ../inst/include/Eigen/IterativeLinearSolvers:46:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:32:
In file included from ../inst/include/Eigen/CholmodSupport:45:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:35:
In file included from ../inst/include/unsupported/Eigen/KroneckerProduct:34:
../inst/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:39:
In file included from ../inst/include/unsupported/Eigen/Polynomials:135:
../inst/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from RcppExports.cpp:4:
In file included from ./../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:40:
In file included from ../inst/include/unsupported/Eigen/SparseExtra:51:
../inst/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
18 warnings generated.
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG  -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I/usr/local/include  -I../inst/include -fPIC  -Wall -g -O2  -c fastLm.cpp -o fastLm.o
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:1:
In file included from ../inst/include/Eigen/Core:540:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:2:
In file included from ../inst/include/Eigen/LU:47:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:3:
In file included from ../inst/include/Eigen/Cholesky:12:
In file included from ../inst/include/Eigen/Jacobi:29:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:3:
In file included from ../inst/include/Eigen/Cholesky:43:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:4:
In file included from ../inst/include/Eigen/QR:15:
In file included from ../inst/include/Eigen/Householder:27:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:4:
In file included from ../inst/include/Eigen/QR:48:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:5:
In file included from ../inst/include/Eigen/SVD:48:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:6:
In file included from ../inst/include/Eigen/Geometry:58:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:30:
In file included from ../inst/include/Eigen/Dense:7:
In file included from ../inst/include/Eigen/Eigenvalues:58:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:26:
In file included from ../inst/include/Eigen/SparseCore:66:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:27:
In file included from ../inst/include/Eigen/OrderingMethods:71:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:29:
In file included from ../inst/include/Eigen/SparseCholesky:43:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:32:
In file included from ../inst/include/Eigen/SparseQR:34:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:31:
In file included from ../inst/include/Eigen/Sparse:33:
In file included from ../inst/include/Eigen/IterativeLinearSolvers:46:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:32:
In file included from ../inst/include/Eigen/CholmodSupport:45:
../inst/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:35:
In file included from ../inst/include/unsupported/Eigen/KroneckerProduct:34:
../inst/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:39:
In file included from ../inst/include/unsupported/Eigen/Polynomials:135:
../inst/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
In file included from fastLm.cpp:23:
In file included from ./fastLm.h:25:
In file included from ../inst/include/RcppEigen.h:25:
In file included from ../inst/include/RcppEigenForward.h:40:
In file included from ../inst/include/unsupported/Eigen/SparseExtra:51:
../inst/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
    #pragma clang diagnostic pop
                             ^
18 warnings generated.
clang -mmacosx-version-min=10.13 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG  -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I/usr/local/include   -fPIC  -Wall -g -O2  -c init.c -o init.o
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -dynamiclib -Wl,-headerpad_max_install_names -undefined dynamic_lookup -single_module -multiply_defined suppress -L/Library/Frameworks/R.framework/Resources/lib -L/usr/local/lib -o RcppEigen.so RcppEigen.o RcppExports.o fastLm.o init.o -L/Library/Frameworks/R.framework/Resources/lib -lRlapack -L/Library/Frameworks/R.framework/Resources/lib -lRblas -L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin18/8.2.0 -L/usr/local/gfortran/lib -lgfortran -lquadmath -lm -F/Library/Frameworks/R.framework/.. -framework R -Wl,-framework -Wl,CoreFoundation
ld: warning: directory not found for option '-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin18/8.2.0'
ld: warning: directory not found for option '-L/usr/local/gfortran/lib'
ld: library not found for -lgfortran
clang: error: linker command failed with exit code 1 (use -v to see invocation)
make: *** [RcppEigen.so] Error 1
ERROR: compilation failed for package ‘RcppEigen’
* removing ‘/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppEigen’
Warning in install.packages :
  installation of package ‘RcppEigen’ had non-zero exit status
ERROR: dependencies ‘nloptr’, ‘RcppEigen’ are not available for package ‘lme4’
* removing ‘/Library/Frameworks/R.framework/Versions/4.0/Resources/library/lme4’
Warning in install.packages :
  installation of package ‘lme4’ had non-zero exit status

You are trying to compile a package from source but it seems you don't have the required compilers installed in your system. These are the recommended development tools for macOS systems.

https://cran.r-project.org/bin/macosx/tools