[R] various R code maintenance (#1964)

* [R] xgb.save must work when handle in nil but raw exists

* [R] print.xgb.Booster should still print other info when handle is nil

* [R] rename internal function xgb.Booster to xgb.Booster.handle to make its intent clear

* [R] rename xgb.Booster.check to xgb.Booster.complete and make it visible; more docs

* [R] storing evaluation_log should depend only on watchlist, not on verbose

* [R] reduce the excessive chattiness of unit tests

* [R] only disable some tests in windows when it's not 64-bit

* [R] clean-up xgb.DMatrix

* [R] test xgb.DMatrix loading from libsvm text file

* [R] store feature_names in xgb.Booster, use them from utility functions

* [R] remove non-functional co-occurence computation from xgb.importance

* [R] verbose=0 is enough without a callback

* [R] added forgotten xgb.Booster.complete.Rd; cran check fixes

* [R] update installation instructions

doc/build.md

@@ -189,7 +189,15 @@ There are several ways to install the package:
 
 ## R Package Installation
 
-You can install R package from cran just like other packages, or you can install from our weekly updated drat repo:
+### Installing pre-packaged version
+
+You can install xgboost from CRAN just like any other R package:
+
+```r
+install.packages("xgboost")
+```
+
+Or you can install it from our weekly updated drat repo:
 
 ```r
 install.packages("drat", repos="https://cran.rstudio.com")
@@ -197,10 +205,8 @@ drat:::addRepo("dmlc")
 install.packages("xgboost", repos="http://dmlc.ml/drat/", type = "source")
 ```
 
-If you would like to use the latest xgboost version and already compiled xgboost, use `library(devtools); install('xgboost/R-package')` to install manually xgboost package (change the path accordingly to where you compiled xgboost).
-
-For OSX users, single threaded version will be installed, to install multi-threaded version.
-First follow [Building on OSX](#building-on-osx) to get the OpenMP enabled compiler, then:
+For OSX users, single threaded version will be installed. To install multi-threaded version,
+first follow [Building on OSX](#building-on-osx) to get the OpenMP enabled compiler, then:
 
 - Set the `Makevars` file in highest piority for R.
 
@@ -214,24 +220,35 @@ First follow [Building on OSX](#building-on-osx) to get the OpenMP enabled compi
   install.packages("xgboost", repos="http://dmlc.ml/drat/", type = "source")
   ```
 
-Due to the usage of submodule, `install_github` is no longer support to install the
-latest version of R package. To install the latest version run the following bash script,
+### Installing the development version
+
+Make sure you have installed git and a recent C++ compiler supporting C++11 (e.g., g++-4.6 or higher).
+On Windows, Rtools must be installed, and its bin directory has to be added to PATH during the installation.
+And see the previous subsection for an OSX tip.
+
+Due to the use of git-submodules, `devtools::install_github` can no longer be used to install the latest version of R package.
+Thus, one has to run git to check out the code first:
 
 ```bash
 git clone --recursive https://github.com/dmlc/xgboost
 cd xgboost
 git submodule init
 git submodule update
-alias make='mingw32-make'
-cd dmlc-core
-make -j4
-cd ../rabit
-make lib/librabit_empty.a -j4
-cd ..
-cp make/mingw64.mk config.mk
-make -j4
+cd R-package
+R CMD INSTALL .
 ```
 
+If the last line fails because of "R: command not found", it means that R was not set up to run from command line.
+In this case, just start R as you would normally do and run the following:
+
+```r
+setwd('wherever/you/cloned/it/xgboost/R-package/')
+install.packages('.', repos = NULL, type="source")
+```
+
+If all fails, try [building the shared library](#build-the-shared-library) to see whether a problem is specific to R package or not.
+
+
 ## Trouble Shooting
 
 1. **Compile failed after `git pull`**