[docs] fix R documentation builds (fixes #3655) (#3656)

* [docs] fix R documentation builds (fixes #3655)

* use RTD config

.readthedocs.yml

@@ -9,3 +9,6 @@ sphinx:
   builder: html
   configuration: docs/conf.py
   fail_on_warning: true
+submodules:
+  include: all
+  recursive: true

docs/conf.py

@@ -249,9 +249,9 @@ def generate_r_docs(app):
     export TAR=/bin/tar
     cd {0}
     export R_LIBS="$CONDA_PREFIX/lib/R/library"
-    Rscript build_r.R
+    Rscript build_r.R || exit -1
     cd {1}
-    Rscript -e "roxygen2::roxygenize(load = 'installed')"
+    Rscript -e "roxygen2::roxygenize(load = 'installed')" || exit -1
     Rscript -e "pkgdown::build_site( \
             lazy = FALSE \
             , install = FALSE \
@@ -261,8 +261,8 @@ def generate_r_docs(app):
             , seed = 42L \
             , preview = FALSE \
             , new_process = TRUE \
-        ) \
-        "
+        )
+        " || exit -1
     cd {0}
     """.format(os.path.join(CURR_PATH, os.path.pardir), os.path.join(CURR_PATH, os.path.pardir, "lightgbm_r"))
     try: