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* [R-package] parallelize compilation in CMake-based builds

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

* working on adding -j

* pass -j through to install.libs.R

* add docs on -j

* use -j4

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

* [docs] [R-package] update cran-comments for v3.3.1 release

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

* update cran-comments.md now that v3.3.1 is accepted
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] allow use of custom R executable building CRAN package

* Update build-cran-package.sh
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
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* Update _pkgdown.yml

* Update .appveyor.yml

* Update VERSION.txt

* Auto-update configure
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* release v3.3.1

* update cran-comments

* Auto-update configure
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Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* add jobs mimicking CRAN gcc-ASAN and clang-ASAN

* comment out CI

* fix redirection

* remove unnecessary echo

* Revert "comment out CI"

This reverts commit 899fbb4574b99a8125b28761425e3e821bfdfef1.

* remove redundant env variables and update README

* remove inaccurate comment

* change test title

* Revert "Fix ASAN issues with `std::function` usage (#4673)"

This reverts commit 13ed38ca

.

* Revert "Revert "Fix ASAN issues with `std::function` usage (#4673)""

This reverts commit 24c275ba84f1f182275f74ff4ad2e510bb18f4bd.

* revert unnecessary change in config order

* 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] allow for small numerical differences in Booster test

* only use less-strict test on Windows

* Update .appveyor.yml

* Update VERSION.txt

* Auto-update configure
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* v3.3.0 release

* Auto-update configure

* Update R-package/DESCRIPTION
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Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* [R-package] fix segfaults caused by missing Booster and Dataset handles (fixes #4208)

* fix test errors

* fixes for cpplint

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

* fix tests

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

* [R-package] introduce Dataset set_field() and get_field()

* fix incorrect fields

* update pkgdown

* fix example

* fix another example

* Apply suggestions from code review
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* update docs
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* Update README.rst

* Update README.md

* Update Installation-Guide.rst

* fix R memory leaks

* attempt at solving linter complaints

* fix compilation on windows

* move R_API_BEGIN to correct place

* make sure exception objects reach out of scope

* better way to solve rchk complaints

* remove goto statement

* [R-package] avoid unnecessary computation in Dataset set_reference() method

* re-arrange conditions

* do more validation upfront and add tests

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

* [R-package] fix inaccurate log message in Dataset get_colnames() method

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

* [R-package] preserve uses of '...' in Dataset slice() method

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

* [R-package] introduce keyword arguments for Dataset properties

* adding examples

* trying to fix loading issues

* add check on use of info and fix examples

* eliminate one '...'

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

* Dataset get_params() is public
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] deprecate uses of '...' in Dataset slice() method

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

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

* [R-package] fix warnings in demos

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

* fix additional params issues in multiclass and categorical_feature examples

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

* [R-package] fix warnings in examples

* fix silently-ignored parameter

* [R-package] add deprecation warnings on uses of '...' in predict()

* add importFrom(utils, modifyList) in NAMESPACE

[docs] Clarify the fact that predict() on a file does not support saved Datasets (fixes #4034) (#4545)

* documentation changes

* add list of supported formats to error message

* add unit tests

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

* update per review comments

* make references consistent
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] fix OpenMP checking on macOS

* adding clang flags back

* fix detection on Mac

* remove CC since it is now unused

* use flags specific to C++11

* regenerate configure

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

* [R-package] pass compiler flags to checks in configure

* leave OpenMP check alone

* prefer C++11 flags

* install Matrix in valgrind tests

* one less AC_LANG() call
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

Co-authored-by: Nikita Titov <nekit94-12@hotmail.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] fix protection stack imbalance and unprotected objects issues

* [R-package] fix minor linting issues

* [ci][R-package] change timeout-minutes in valgrind test

* [R-package] remove extra space
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] remove counter for number of protected objects

* Update .github/workflows/r_valgrind.yml
Co-authored-by: James Lamb <jaylamb20@gmail.com>