MKL/OpenBLAS package?

I was wondering if there are any packages that could automatically download alternative numerical libraries like MKL or OpenBLAS and link it to R. To my knowledge, I have to manually link MKL/OpenBLAS to R, and it is not easy in Windows, or I need to use Microsoft R Open. It seems Python and Julia have this functionality now.

Furthermore, I was wondering if R can ship with OpenBLAS by default, which is the best free numerical library available.

OpenBlas is not included by default but you can compile R with it, if you want

./configure --enable-R-shlib --with-blas --with-lapack

Is it for linux or windows? By the way, it seems OpenBLAS does not support multiple core as good as MKL.

I was talking about linux but It can also be compiled on windows, although I have never done it.

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