[R-package] Added instructions for generating R test coverage (#2664)

.gitignore

@@ -321,6 +321,9 @@ nosetests.xml
 coverage.xml
 *,cover
 .hypothesis/
+**/coverage.html
+**/coverage.html.zip
+R-package/tests/testthat/Rplots.pdf
 
 # Translations
 *.mo

R-package/README.md

@@ -126,6 +126,30 @@ Please visit [demo](https://github.com/microsoft/LightGBM/tree/master/R-package/
 * [Leaf (in)Stability](https://github.com/microsoft/LightGBM/blob/master/R-package/demo/leaf_stability.R)
 * [Weight-Parameter Adjustment Relationship](https://github.com/microsoft/LightGBM/blob/master/R-package/demo/weight_param.R)
 
+Testing
+-------
+
+The R package's unit tests are run automatically on every commit, via integrations like [Travis CI](https://travis-ci.org/microsoft/LightGBM/) and [Azure DevOps](https://dev.azure.com/lightgbm-ci/lightgbm-ci/_build). Adding new tests in `R-package/tests/testthat` is a valuable way to improve the reliability of the R package.
+
+When adding tests, you may want to use test coverage to identify untested areas and to check if the tests you've added are covering all branches of the intended code.
+
+The example below shows how to generate code coverage for the R package on a macOS or Linux setup, using `gcc-8` to compile `LightGBM`. To adjust for your environment, swap out the 'Install' step with [the relevant code from the instructions above](#install).
+
+```shell
+# Install
+export CXX=/usr/local/bin/g++-8
+export CC=/usr/local/bin/gcc-8
+Rscript build_r.R
+
+# Get coverage
+rm -rf lightgbm_r/build
+Rscript -e " \
+    coverage  <- covr::package_coverage('./lightgbm_r', quiet=FALSE);
+    print(coverage);
+    covr::report(coverage, file = file.path(getwd(), 'coverage.html'), browse = TRUE);
+    "
+```
+
 External (Unofficial) Repositories
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