Looking into it now. I probably messed up my Rtools installation it seems.
system("g++ -v")
Using built-in specs.
COLLECT_GCC=c:\Rtools\mingw_32\bin\G__~1.EXE
COLLECT_LTO_WRAPPER=c:/Rtools/mingw_32/bin/../libexec/gcc/i686-w64-mingw32/4.9.3/lto-wrapper.exe
Target: i686-w64-mingw32
Configured with: ../../../src/gcc-4.9.3/configure --host=i686-w64-mingw32 --build=i686-w64-mingw32 --target=i686-w64-mingw32 --prefix=/mingw32 --with-sysroot=/home/Jeroen/mingw-gcc-4.9.3/i686-493-posix-dwarf-rt_v3-s/mingw32 --with-gxx-include-dir=/mingw32/i686-w64-mingw32/include/c++ --enable-static --disable-shared --disable-multilib --enable-languages=c,c++,fortran,lto --enable-libstdcxx-time=yes --enable-threads=posix --enable-libgomp --enable-libatomic --enable-lto --enable-graphite --enable-checking=release --enable-fully-dynamic-string --enable-version-specific-runtime-libs --disable-sjlj-exceptions --with-dwarf2 --disable-isl-version-check --disable-cloog-version-check --disable-libstdcxx-pch --disable-libstdcxx-debug --enable-bootstrap --disable-rpath --disable-win32-registry --disable-nls --disable-werror --disable-symvers --with-gnu-as --with-gnu-ld --with-arch=i686 --with-tune=generic --with-libiconv --with-system-zlib --with-gmp=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-w64-mingw32-static --with-mpfr=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-w64-mingw32-static --with-mpc=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-w64-mingw32-static --with-isl=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-w64-mingw32-static --with-cloog=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-w64-mingw32-static --enable-cloog-backend=isl --with-pkgversion='i686-posix-dwarf, Built by MinGW-W64 project' --with-bugurl=http://sourceforge.net/projects/mingw-w64 CFLAGS='-O2 -pipe -I/home/Jeroen/mingw-gcc-4.9.3/i686-493-posix-dwarf-rt_v3-s/mingw32/opt/include -I/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-zlib-static/include -I/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-w64-mingw32-static/include' CXXFLAGS='-O2 -pipe -I/home/Jeroen/mingw-gcc-4.9.3/i686-493-posix-dwarf-rt_v3-s/mingw32/opt/include -I/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-zlib-static/include -I/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-w64-mingw32-static/include' CPPFLAGS= LDFLAGS='-pipe -L/home/Jeroen/mingw-gcc-4.9.3/i686-493-posix-dwarf-rt_v3-s/mingw32/opt/lib -L/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-zlib-static/lib -L/home/Jeroen/mingw-gcc-4.9.3/prerequisites/i686-w64-mingw32-static/lib -Wl,--large-address-aware'
Thread model: posix
gcc version 4.9.3 (i686-posix-dwarf, Built by MinGW-W64 project)