Add info about optional optimization flags.

README.md

@@ -42,6 +42,16 @@ You can install the development version of boRing from
 devtools::install_github("swarm-lab/boRing")
 ```
 
+`boRing` depends on [`RcppEigen`](https://github.com/RcppCore/RcppEigen) for 
+computing efficiently the weighted covariance matrix of the empirical 
+distribution as well as the Mahalanobis distances of the observations. 
+A significant performance increase can be obtained by adding the `-O3` 
+optimization flag to the `CXXFLAGS` line in your local `.R/Makevars` file. If 
+you don't know where your local `.R/Makevars` file is located, install the 
+[`usethis`](https://usethis.r-lib.org/) package and then run 
+`usethis::edit_r_makevars()`.
+
+
 ## Example
 
 ``` r