try add R wrapper

python/xgboost.R

@@ -0,0 +1,2 @@
+#su 
+dyn.load()

python/xgboost_wrapper_R.cpp

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+#include "xgboost_wrapper_R.h"
+#include "xgboost_wrapper.h"
+#include "../src/utils/utils.h"
+using namespace xgboost;
+
+extern "C" {
+  void _DMatrixFinalizer(SEXP ext) {    
+    if (R_ExternalPtrAddr(ext) == NULL) return;
+    XGDMatrixFree(R_ExternalPtrAddr(ext));
+    R_ClearExternalPtr(ext);
+  }
+  SEXP XGDMatrixCreateFromFile_R(SEXP fname) {
+    void *handle = XGDMatrixCreateFromFile(CHAR(asChar(fname)), 0);
+    SEXP ret = PROTECT(R_MakeExternalPtr(handle, R_NilValue, R_NilValue));
+    R_RegisterCFinalizerEx(ret, _DMatrixFinalizer, TRUE);
+    UNPROTECT(1);
+    return ret;
+  } 
+}

python/xgboost_wrapper_R.h

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+#ifndef XGBOOST_WRAPPER_R_H_
+#define XGBOOST_WRAPPER_R_H_
+/*!
+ * \file xgboost_wrapper_R.h
+ * \author Tianqi Chen
+ * \brief R wrapper of xgboost
+ */
+extern "C" {
+#include <Rinternals.h>
+}
+
+extern "C" {
+  /*!
+   * \brief load a data matrix 
+   * \return a loaded data matrix
+   */
+  SEXP XGDMatrixCreateFromFile_R(SEXP fname);
+
+};
+#endif  // XGBOOST_WRAPPER_H_