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* add explicit return statement to functions in callback.R

* add explicit return statement to functions in lgb.Booster.R

* add explicit return statement to functions in lgb.Dataset.R

* add explicit return statement to functions in lgb.Predictor.R

* add explicit return statement to functions in lgb.cv.R

* add explicit return statement to functions in lgb.interprete.R

* add explicit return statement to functions in lgb.plot.importance.R

* add explicit return statement to functions in saveRDS.lgb.Booster.R

* add explicit return statement to functions in utils.R

* add explicit return statement to functions in lgb.plot.interpretation.R

* add explicit return statement to functions in build_r.R

* fix typo

* return(self) -> return(invisible(self))

* fix some inconsistent indention

* fix test failure

* add another return() statement

* fix linting errors

* Fix LightGBM models locale sensitivity and improve R/W performance.

When Java is used, the default C++ locale is broken. This is true for
Java providers that use the C API or even Python models that require JEP.

This patch solves that issue making the model reads/writes insensitive
to such settings.
To achieve it, within the model read/write codebase:
 - C++ streams are imbued with the classic locale
 - Calls to functions that are dependent on the locale are replaced
 - The default locale is not changed!

This approach means:
 - The user's locale is never tampered with, avoiding issues such as
    https://github.com/microsoft/LightGBM/issues/2979 with the previous
    approach https://github.com/microsoft/LightGBM/pull/2891
 - Datasets can still be read according the user's locale
 - The model file has a single format independent of locale

Changes:
 - Add CommonC namespace which provides faster locale-independent versions of Common's methods
 - Model code makes conversions through CommonC
 - Cleanup unused Common methods
 - Performance improvements. Use fast libraries for locale-agnostic conversion:
   - value->string: https://github.com/fmtlib/fmt
   - string->double: https://github.com/lemire/fast_double_parser (10x
      faster double parsing according to their benchmark)

Bugfixes:
 - https://github.com/microsoft/LightGBM/issues/2500
 - https://github.com/microsoft/LightGBM/issues/2890
 - https://github.com/ninia/jep/issues/205

 (as it is related to LGBM as well)

* Align CommonC namespace

* Add new external_libs/ to python setup

* Try fast_double_parser fix #1

Testing commit e09e5aad828bcb16bea7ed0ed8322e019112fdbe

If it works it should fix more LGBM builds

* CMake: Attempt to link fmt without explicit PUBLIC tag

* Exclude external_libs from linting

* Add exernal_libs to MANIFEST.in

* Set dynamic linking option for fmt.

* linting issues

* Try to fix lint includes

* Try to pass fPIC with static fmt lib

* Try CMake P_I_C option with fmt library

* [R-package] Add CMake support for R and CRAN

* Cleanup CMakeLists

* Try fmt hack to remove stdout

* Switch to header-only mode

* Add PRIVATE argument to target_link_libraries

* use fmt in header-only mode

* Remove CMakeLists comment

* Change OpenMP to PUBLIC linking in Mac

* Update fmt submodule to 7.1.2

* Use fmt in header-only-mode

* Remove fmt from CMakeLists.txt

* Upgrade fast_double_parser to v0.2.0

* Revert "Add PRIVATE argument to target_link_libraries"

This reverts commit 3dd45dde7b92531b2530ab54522bb843c56227a7.

* Address James Lamb's comments

* Update R-package/.Rbuildignore
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Upgrade to fast_double_parser v0.3.0 - Solaris support

* Use legacy code only in Solaris

* Fix lint issues

* Fix comment

* Address StrikerRUS's comments (solaris ifdef).

* Change header guards
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] Use command-line args to customize CMake builds (fixes #2441)

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

* [R-package] [ci] Reduce manual effort for version updates

* fix configure

* remove useless comment

* Update build_r.R
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* fix recreate-configure check in CI
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

[ci][R-package][python] suppress warning about empty 'compute' director, fix Rtools installation and temporary pin Sphinx version (#3277)

* [R-package] suppress warning about empty 'compute' directory

* get more logs from Rtools install

* empty commit

* add a timeout

* trying Invoke-WebRequest instead

* switch to CRAN link

* do not use Start-Process

* relative paths

* trying suppressmessageboxes

* switch strategy for running Rtools

* Update requirements_rtd.txt

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

* [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>

* [R-package] replaced gendef.exe with R code to create R.def (fixes #3064)

* fix broken things

* trying to add R4.0 docs

* changed make

* fixing make paths

* update notes on environment variables

* fix linting

* fixes to CI

* fixing build_cmd and other stuff

* fix bad substitution

* fix Azure Linux builds

* I am bad at bash

* simplifying

* only testing R

* getting better logs

* mingw32

* docs

* toolchain

* using msys

* fix visual studio condition

* toolchain test

* full CI

* fix if-elses

* bump allowed NOTEs

* search for Rscript

* updates to docs

* use processx

* fix mismatched arguments

* move CI to GitHub Actions

* minor changes

* fix workflow file

* fix templating

* fix Azure DevOps

* debugging windows builds

* dont shQuote file name

* all GitHub Actions jobs

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

* minor cleanup

* remove objdump printing

* make file.remove() invisible

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

* reduce duplicated paths in docs
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] move R source files into R-package

* fix linting warning

* stuff

* [R-package] [docs] remove devtools dependency for docs builds

* linting

* updating docs conda env

* empty roxygenize()

* env for R libraries

* get logs

* remove comment

* added pkgdown URLs

* more paths

* fix incorrect YAML keys

* update DESCRIPTION URL link

* more URL changes

* revert DESCRIPTION changes

* remove ca-certificates

* empty commit

* Update docs/conf.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* empty commit

* remove outdated line in build_r.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix conflicts

* Update R-package/src/install.libs.R

* empty commit

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

add boost header files compute/ into build_r.R to enable GPU compilation

* Enforce R-package dependencies in build_r.R before compilation begins

* Greatly simplify the previous commit

* Fix #1693

* Fix spacing

* Fr -> For

* Recursive causes error on strict R environments

* 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