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[R-package] [c++] add tighter multithreading control, avoid global OpenMP side effects (fixes #4705, fixes #5102) (#6226)

* [R-package] remove unnecessary comments

* Update R-package/R/lgb.Booster.R

* use keyword arguments

* minor style adjustment

* Update R-package/R/lgb.model.dt.tree.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: zenggyu <zenggyu@foxmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] update DESCRIPTION per CRAN comments

* newlines

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

* more fixes

* update Rbuildignore

* more changes

* more changes per CRAN response

* add email

* run examples in CI

* add newest CRAN response

* add Solaris patch

* update patch

* another attempt at ifaddrs patch

* fix unnecessary comment

* update configure

* comments

* bump version

* tabs

* fix address alignment, required by cran (#3415)

* fix dataset binary file alignment

* many fixes

* fix warnings

* fix bug

* Update file_io.cpp

* Update file_io.cpp

* simplify code

* Apply suggestions from code review

* general

* remove unneeded alignment

* Update file_io.h

* int32 to byte8 alignment

* Apply suggestions from code review

* Apply suggestions from code review

* [R-package] add new copyright holder in DESCRIPTION (#3409)

* [R-package] add new copyright holder in DESCRIPTION

* fix role

* fixing conflicts

* [R-package] add new copyright holder in DESCRIPTION (#3409)

* [R-package] add new copyright holder in DESCRIPTION

* fix role

* trying to fix conflicts

* more fixes

* this will work

* update cran-comments

* simplify solaris, add more testing docs

* stuff

* remove rchck docs

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

* remove extra use of cat()

* change solaris check

* update docs

* remove testing code

* fix warning about cleanup not having execute permissions

* fix cmake builds

* remove blank line
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* [R-package] remove unused code and comments

* put check back

* other typos

* Move all examples to dontrun

* update docs

* fix nested dontrun

* remove :: in examples

* run_dontrun in pkgdown
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] made roxygen2 tags explicit and cleaned up documentation

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

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

* Update R-package/man/lightgbm.Rd
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* [R-package] moved @name to the top of roxygen blocks and removed some inaccurate information in documentation on parameters
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Added more linters on R code

* started working on implicit integers

* finished style changes to handle implicit integers

* regenned documentation and added concatenation linter

* changed channel for r-lintr

* try building stringi before lintr

* trying to get libicui18n

* trying another thing

* trying conda-forge again

* added re-install of stringi

* uncommented other stages

* Update .ci/test.sh
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* removed apt update and changed lintr version floor

* get lintr from CRAN

* R needs to come before C++ linting

* testing lintr install from CRAN

* trying one more thing

* more verbose

* order might matter

* removed commented code

* cleaned up linting block in test.sh

* grouped conda install calls and fixed a few integer array things

* added R-package docs generation routines

* change theme to be more consistent with sphinx_rtd_theme on main site in terms of color scheme

* placed man folder with old Rd files back

* specify full path to conda and make script more readable by one line - one pkg

* removed commented lines from build_r_site script

* made one line - one argument in build_reference() call

* pin R package versions

* fixed conflict

* Fixed typos in docs

* Fixed inconsistencies in documentation

* Updated strategy for registering routines

* Fixed issues caused by smashing multiple functions into one Rd

* Fixed issues with documentation

* Removed VignetteBuilder and updated Rbuildignore

* Added R build artefacts to gitignore

* Added namespacing on data.table set function. Updated handling of CMakeLists file to get around CRAN check.

* Updated build instructions

* Added R build script

* Removed build_r.sh script and updated R-package install instructions

* Fixed misc CRAN issues

* Added additional details to R-package DESCRIPTION

* minor changes for robustness and efficiency

* fix charcter typo

* don't use lgb.is.* in filter

* revert to cat instead of message; don't use mget

* fix bugs in previous commits

* should be good to go now

Add Depth Column
Refine Code Structure

* Define environment in examples (xgboost clash)

* Large R code changes

* Add lgb.Booster parsing function

* Add data.table, magrittr, jsonlite to Imports