LightGBM

[R-package] [ci] Add Windows CI for R package (fixes #2335) (#2936)

* first test of appveyor

* strings are strings

* lil bit of build script

* fixing paths

* removed unnecessary file

* updated CRAN URL

* added a lot more printing

* fixing paths

* more stuff

* fixed paths

* more stuff

* more path guessing

* even more paths

* more stuff

* moar logz

* and now for something totally different

* please work

* ok could be a thing

* changing directories

* we might be in business

* fixed install syntax

* tryinv mingw

* more mingw

* ignore Suggests check

* trying Azure DevOps

* just run bare minimum for Azure DevOps

* fixed  build dir thing

* trying to set libPaths

* more testing

* trying R 3.6.3

* R 3.6.3

* this feels right

* still messing around with libraries

* more paths

* removed duplication in Windows testing code

* simpler

* fixed conda stuff

* more conda stuff

* more fixes

* fixed testing script

* moved AppVeyor setup to the top

* commenting

* ch-ch-ch-ch-chaaaanges

* paths

* plz work

* fixed conda stuff in Windows CI

* uncommented stuff to test a full build

* fixed quotes and removed some unnecessary stuff

* added install.libs.R change

* quotes are impoortant

* added commented-out stuff back in

* added Windows script, download retries, and MSVC linking

* minor fixes

* cleaned up debugging code in FindLibR

* cleaned up debugging code and moved R first in CI

* fixed vsts-ci indentation

* cut documentation stuff out of MSVC build

* fix R CMD check for Azure

* misc whitespace changes

* Added echoing of build logs from R CMD check

* cut out more documentation tests

* fixed NOTE about imports from Matrix

* moved some changes out of this PR and into #2963

* fixed whitespace stuff

* added check on number of NOTES

* adding better checks

* fixing check on NOTEs

* removing unnecessary variable

* Update .ci/test_r_package_windows.ps1

Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* some changes

* fix quoting

* trying MINGW on Azure DevOps

* fixing paths

* more paths

* fixing paths

* testing paths

* fixing slashes

* pinned CTAN mirror

* get better logs

* made sure Azure finds MinGW, fixed search for LIBR_CORE_LIBRARY, stopped building R docs on Azure

* Apply suggestions from code review

Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* added CXX, CC for Windows builds and changed back to building docs on all MINGW builds

* stored LIBR_CORE_LIBRARY hints in one variable

* Apply suggestions from code review

Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* changes from code review

* increased parallel builds for Azure CI

* Apply suggestions from code review

Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>