Support build self-contained R package. (#340)

* add scripts for build self-contain R-package in windows.

* add unix build.

* Update README.md

R-package/README.md

@@ -19,6 +19,8 @@ You can also install directly from R using the repository with `devtools`:
 devtools::install_github("Microsoft/LightGBM", subdir = "R-package")
 ```
 
+If want to build the self-contained R package, you can run ```unix_build_package.sh```(for UNIX) or ```win_build_package.cmd ```(for Windows). Then use ```R CMD INSTALL lightgbm_0.1.tar.gz``` to install.
+
 
 You can check quickly if your LightGBM R package is working by running the following:
 

R-package/src/Makevars_fullcode

+# package root
+PKGROOT=.
+
+ENABLE_STD_THREAD=1
+CXX_STD = CXX11
+
+LGBM_RFLAGS = -DUSE_SOCKET
+
+PKG_CPPFLAGS= -I$(PKGROOT)/include $(LGBM_RFLAGS) -Wno-deprecated-declarations
+PKG_CXXFLAGS= $(SHLIB_OPENMP_CFLAGS) $(SHLIB_PTHREAD_FLAGS) -std=c++11
+PKG_LIBS = $(SHLIB_OPENMP_CFLAGS) $(SHLIB_PTHREAD_FLAGS)
+OBJECTS = ./lightgbm-fullcode.o ./lightgbm_R.o

R-package/src/Makevars_fullcode.win

+# package root
+PKGROOT=.
+
+ENABLE_STD_THREAD=1
+CXX_STD = CXX11
+
+LGBM_RFLAGS = -DUSE_SOCKET 
+
+PKG_CPPFLAGS= -I$(PKGROOT)/include $(LGBM_RFLAGS) 
+PKG_CXXFLAGS= $(SHLIB_OPENMP_CFLAGS) $(SHLIB_PTHREAD_FLAGS) -std=c++11
+PKG_LIBS = $(SHLIB_OPENMP_CFLAGS) $(SHLIB_PTHREAD_FLAGS) -lws2_32 -liphlpapi 
+OBJECTS = ./lightgbm-fullcode.o ./lightgbm_R.o 

R-package/src/lightgbm-fullcode.cpp

+// application
+#include "./src/application/application.cpp"
+
+// boosting
+#include "./src/boosting/boosting.cpp"
+#include "./src/boosting/gbdt.cpp"
+
+// io
+#include "./src/io/bin.cpp"
+#include "./src/io/config.cpp"
+#include "./src/io/dataset.cpp"
+#include "./src/io/dataset_loader.cpp"
+#include "./src/io/metadata.cpp"
+#include "./src/io/parser.cpp"
+#include "./src/io/tree.cpp"
+
+// metric
+#include "./src/metric/dcg_calculator.cpp"
+#include "./src/metric/metric.cpp"
+
+// network
+#include "./src/network/linker_topo.cpp"
+#include "./src/network/linkers_socket.cpp"
+#include "./src/network/network.cpp"
+
+// objective
+#include "./src/objective/objective_function.cpp"
+
+// treelearner
+#include "./src/treelearner/data_parallel_tree_learner.cpp"
+#include "./src/treelearner/feature_parallel_tree_learner.cpp"
+#include "./src/treelearner/serial_tree_learner.cpp"
+#include "./src/treelearner/tree_learner.cpp"
+#include "./src/treelearner/voting_parallel_tree_learner.cpp"
+
+// c_api
+#include "./src/c_api.cpp"

R-package/unix_build_package.sh

+cp ../include ./src/include -rf
+cp ../src ./src/src -rf
+rm ./src/Makevars
+cp ./src/Makevars_fullcode ./src/Makevars -f
+R CMD build --no-build-vignettes .
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R-package/win_build_package.cmd

+xcopy ..\include src\include /e /i /y
+xcopy ..\src src\src /e /i /y
+del .\src\Makevars.win
+copy .\src\Makevars_fullcode.win .\src\Makevars.win /y
+R CMD build --no-build-vignettes .
\ No newline at end of file