Rmpfr fails to install on windows (3.6.2)

When I try to install Rmpfr on windows 10 machine it fails with this message:

*** arch - i386
C:/Rtools/mingw_32/bin/gcc  -I"C:/PROGRA~1/R/R-36~1.2/include" -DNDEBUG -I/include         -O3 -Wall  -std=gnu99 -mtune=generic -c Ops.c -o Ops.o
In file included from Ops.c:12:0:
Rmpfr_utils.h:21:17: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
                 ^
compilation terminated.
make: *** [C:/PROGRA~1/R/R-36~1.2/etc/i386/Makeconf:208: Ops.o] Error 1
ERROR: compilation failed for package 'Rmpfr'
* removing 'C:/Users/Lenovo/Documents/R/win-library/3.6/Rmpfr'
Warning in install.packages :
  installation of package ‘Rmpfr’ had non-zero exit status

Don't really know where to look for solution. Found threads on SO dealing with linux machines but not windows.

Thanks.