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* check existence of inet_pton for win32 in CMakeLists.txt (fix #5019)

* remove extra spaces

* add check for inet_pton in configure.win

* Update CMakeLists.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/network/socket_wrapper.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/network/socket_wrapper.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeLists.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update R-package/configure.win
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeLists.txt
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* fix comments in CMakeLists.txt

* include check for WIN64

* remove WIN64 flag checks

* fix #ifdef

* Update R-package/configure.win
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] use C++ compiler for pre-compile checks on Windows

* install Matrix in valgrind test

* Add {Matrix} in more places in CI and docs

* use CXX11

* use flags specific to C++11

* missing backtick
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* [R-package] enable use of trees with linear models at leaves (fixes #3319)

* remove problematic pragmas

* fix tests

* try to fix build scripts

* try fixing pragma check

* more pragma checks

* ok fix pragma stuff for real

* empty commit

* regenerate documentation

* try skipping test

* uncomment CI

* add note on missing value types for R

* add tests on saving and re-loading booster

* [R-package] make package installable with CRAN toolchain (fixes #2960)

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* remove GPU stuff

* use wildcard to find objects to build

* use -lomp

* build configure before moving files

* using wildcard for objects

* Update .github/workflows/main.yml
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add explicit objects back

* reduce allowed R CMD check NOTEs and catch stderr from build-cran-package on Windows

* fixing things

* pin autoconf version

* show diff

* add automake back

* run less checks

* command was in the wrong place

* fix autoconf version

* change strategy for handling configure

* fix Rbuildignore

* fix NOTEs

* fix notes about unrecognized files

* fixing extra files

* remove USE_R35

* add OpenMP check for Mac CRAN build

* run all checks

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* suggestions from code review

* undo indenting

* remove 03 from Makevars.win.in

* update language about OpenMP in configure script

* checking if configure.ac check works

* add autoconf back

* remove testing code in configure.ac

* more fixes for CI on configure script

* print git diff

* add VERSION.txt when checking configure

* fix relative paths

* remove git diff
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>