Adding workaround for install the R-package
I was facing this issue and this workaround worked for me. Maybe this should be moved to know issues section.
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# R package for xgboost.
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R package for xgboost
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=====================
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## Installation
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Installation
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------------
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For up-to-date version (which is recommended), please install from github. Windows user will need to install [RTools](http://cran.r-project.org/bin/windows/Rtools/) first.
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@ -8,8 +10,26 @@ For up-to-date version (which is recommended), please install from github. Windo
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devtools::install_github('dmlc/xgboost',subdir='R-package')
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```
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## Examples
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Examples
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--------
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* Please visit [walk through example](demo).
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* See also the [example scripts](../demo/kaggle-higgs) for Kaggle Higgs Challenge, including [speedtest script](../demo/kaggle-higgs/speedtest.R) on this dataset and the one related to [Otto challenge](../demo/kaggle-otto), including a [RMarkdown documentation](../demo/kaggle-otto/understandingXGBoostModel.Rmd).
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Notes
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-----
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If you face an issue installing the package using ```devtools::install_github```, something like this (even after updating libxml and RCurl as lot of forums say) -
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```
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devtools::install_github('dmlc/xgboost',subdir='R-package')
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Downloading github repo dmlc/xgboost@master
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Error in function (type, msg, asError = TRUE) :
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Peer certificate cannot be authenticated with given CA certificates
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```
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To get around this you can build the package locally as mentioned [here](https://github.com/dmlc/xgboost/issues/347) -
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```
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1. Clone the current repository and set your workspace to xgboost/R-package/
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2. Run R CMD INSTALL --build . in terminal to get the tarball.
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3. Run install.packages('path_to_the_tarball',repo=NULL) in R to install.
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```
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