diff --git a/R-package/R/xgb.plot.shap.R b/R-package/R/xgb.plot.shap.R
index 6031b69a7..3d1b1adad 100644
--- a/R-package/R/xgb.plot.shap.R
+++ b/R-package/R/xgb.plot.shap.R
@@ -93,9 +93,12 @@
 #'                 objective = "multi:softprob", num_class = nclass, verbose = 0)
 #' trees0 <- seq(from=0, by=nclass, length.out=nrounds)
 #' col <- rgb(0, 0, 1, 0.5)
-#' xgb.plot.shap(x, model = mbst, trees = trees0, target_class = 0, top_n = 4, n_col = 2, col = col, pch = 16, pch_NA = 17)
-#' xgb.plot.shap(x, model = mbst, trees = trees0 + 1, target_class = 1, top_n = 4, n_col = 2, col = col, pch = 16, pch_NA = 17)
-#' xgb.plot.shap(x, model = mbst, trees = trees0 + 2, target_class = 2, top_n = 4, n_col = 2, col = col, pch = 16, pch_NA = 17)
+#' xgb.plot.shap(x, model = mbst, trees = trees0, target_class = 0, top_n = 4,
+#'               n_col = 2, col = col, pch = 16, pch_NA = 17)
+#' xgb.plot.shap(x, model = mbst, trees = trees0 + 1, target_class = 1, top_n = 4,
+#'               n_col = 2, col = col, pch = 16, pch_NA = 17)
+#' xgb.plot.shap(x, model = mbst, trees = trees0 + 2, target_class = 2, top_n = 4,
+#'               n_col = 2, col = col, pch = 16, pch_NA = 17)
 #' 
 #' @rdname xgb.plot.shap
 #' @export
diff --git a/R-package/man/xgb.plot.shap.Rd b/R-package/man/xgb.plot.shap.Rd
index 9dcf7fce8..4cc2f52bc 100644
--- a/R-package/man/xgb.plot.shap.Rd
+++ b/R-package/man/xgb.plot.shap.Rd
@@ -123,9 +123,12 @@ mbst <- xgboost(data = x, label = as.numeric(iris$Species) - 1, nrounds = nround
                 objective = "multi:softprob", num_class = nclass, verbose = 0)
 trees0 <- seq(from=0, by=nclass, length.out=nrounds)
 col <- rgb(0, 0, 1, 0.5)
-xgb.plot.shap(x, model = mbst, trees = trees0, target_class = 0, top_n = 4, n_col = 2, col = col, pch = 16, pch_NA = 17)
-xgb.plot.shap(x, model = mbst, trees = trees0 + 1, target_class = 1, top_n = 4, n_col = 2, col = col, pch = 16, pch_NA = 17)
-xgb.plot.shap(x, model = mbst, trees = trees0 + 2, target_class = 2, top_n = 4, n_col = 2, col = col, pch = 16, pch_NA = 17)
+xgb.plot.shap(x, model = mbst, trees = trees0, target_class = 0, top_n = 4,
+              n_col = 2, col = col, pch = 16, pch_NA = 17)
+xgb.plot.shap(x, model = mbst, trees = trees0 + 1, target_class = 1, top_n = 4,
+              n_col = 2, col = col, pch = 16, pch_NA = 17)
+xgb.plot.shap(x, model = mbst, trees = trees0 + 2, target_class = 2, top_n = 4,
+              n_col = 2, col = col, pch = 16, pch_NA = 17)
 
 }
 \references{
diff --git a/appveyor.yml b/appveyor.yml
index 94972d005..285de3ec4 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -1,4 +1,6 @@
 environment:
+    R_ARCH: x64
+    USE_RTOOLS: true
     matrix:
         - target: msvc
           ver: 2013
@@ -15,6 +17,15 @@ environment:
         - target: mingw
           generator: "Unix Makefiles"
         - target: jvm
+        - target: rmsvc
+          ver: 2015
+          generator: "Visual Studio 14 2015 Win64"
+          configuration: Release
+        - target: rmingw
+          generator: "Unix Makefiles"
+
+#matrix:
+#    fast_finish: true
 
 platform:
     - x64
@@ -34,6 +45,16 @@ install:
     - if /i "%target%" == "mingw" set DO_PYTHON=on
     - if /i "%target%_%ver%_%configuration%" == "msvc_2015_Release" set DO_PYTHON=on
     - if /i "%DO_PYTHON%" == "on" conda install -y numpy scipy pandas matplotlib nose scikit-learn graphviz python-graphviz
+    # R: based on https://github.com/krlmlr/r-appveyor
+    - ps: |
+        if($env:target -eq 'rmingw' -or $env:target -eq 'rmsvc') {
+          #$ErrorActionPreference = "Stop"
+          Invoke-WebRequest http://raw.github.com/krlmlr/r-appveyor/master/scripts/appveyor-tool.ps1 -OutFile "$Env:TEMP\appveyor-tool.ps1"
+          Import-Module "$Env:TEMP\appveyor-tool.ps1"
+          Bootstrap
+          $DEPS = "c('data.table','magrittr','stringi','ggplot2','DiagrammeR','Ckmeans.1d.dp','vcd','testthat','igraph','knitr','rmarkdown')"
+          cmd /c "R.exe -q -e ""install.packages($DEPS, repos='$CRAN', type='win.binary')"" 2>&1"
+        }
 
 build_script:
     - cd %APPVEYOR_BUILD_FOLDER%
@@ -49,12 +70,55 @@ build_script:
         cmake .. -G"%generator%" &&
         make -j2
       )
+    # Python package
     - if /i "%DO_PYTHON%" == "on" (
         cd %APPVEYOR_BUILD_FOLDER%\python-package &&
         python setup.py install
       )
+    # R package: make + mingw standard CRAN packaging (only x64 for now)
+    - if /i "%target%" == "rmingw" (
+        make Rbuild &&
+        ls -l &&
+        R.exe CMD INSTALL --no-multiarch xgboost*.tar.gz
+      )
+    # R package: cmake + VC2015
+    - if /i "%target%" == "rmsvc" (
+        mkdir build_rmsvc%ver% &&
+        cd build_rmsvc%ver% &&
+        cmake .. -G"%generator%" -DCMAKE_CONFIGURATION_TYPES="Release" -DR_LIB=ON &&
+        cmake --build . --target install --config Release
+      )
     - if /i "%target%" == "jvm" cd jvm-packages && mvn test -pl :xgboost4j
 
 test_script:
     - cd %APPVEYOR_BUILD_FOLDER%
     - if /i "%DO_PYTHON%" == "on" python -m nose tests/python
+    # mingw R package: run the R check (which includes unit tests), and also keep the built binary package
+    - if /i "%target%" == "rmingw" (
+        set _R_CHECK_CRAN_INCOMING_=FALSE&&
+        R.exe CMD check xgboost*.tar.gz --no-manual --no-build-vignettes --as-cran --install-args=--build --no-multiarch
+      )
+    # MSVC R package: run only the unit tests
+    #   TODO: create a binary msvc-built package to keep as an artifact
+    - if /i "%target%" == "rmsvc" (
+        cd build_rmsvc%ver%\R-package &&
+        R.exe -q -e "library(testthat); setwd('tests'); source('testthat.R')"
+      )
+
+on_failure:
+    # keep the whole output of R check
+    - if /i "%target%" == "rmingw" (
+        7z a failure.zip *.Rcheck\* &&
+        appveyor PushArtifact failure.zip
+      )
+
+artifacts:
+    # log from R check
+    - path: '*.Rcheck\**\*.log'
+      name: Logs
+    # source R-package
+    - path: '\xgboost_*.tar.gz'
+      name: Bits
+    # binary R-package
+    - path: '**\xgboost_*.zip'
+      name: Bits
diff --git a/cmake/Utils.cmake b/cmake/Utils.cmake
index 5e34a408b..7919c1959 100644
--- a/cmake/Utils.cmake
+++ b/cmake/Utils.cmake
@@ -82,5 +82,5 @@ function(setup_rpackage_install_target rlib_target build_dir)
     if(length(deps)>0) install.packages(deps, repo = 'https://cloud.r-project.org/')")
   install(CODE "execute_process(COMMAND \"${LIBR_EXECUTABLE}\" \"-q\" \"-e\" \"${XGB_DEPS_SCRIPT}\")")
   install(CODE "execute_process(COMMAND \"${LIBR_EXECUTABLE}\" CMD INSTALL\
-    \"--no-multiarch\" \"${build_dir}/R-package\")")
+    \"--no-multiarch\" \"--build\" \"${build_dir}/R-package\")")
 endfunction(setup_rpackage_install_target)
diff --git a/cmake/modules/FindLibR.cmake b/cmake/modules/FindLibR.cmake
index dbb65006d..db2b89a10 100644
--- a/cmake/modules/FindLibR.cmake
+++ b/cmake/modules/FindLibR.cmake
@@ -86,7 +86,7 @@ else()
 
   # attempt to find R executable
   if(NOT LIBR_EXECUTABLE)
-    find_program(LIBR_EXECUTABLE R)
+    find_program(LIBR_EXECUTABLE NAMES R R.exe)
   endif()
   
   if(UNIX)
@@ -117,7 +117,7 @@ else()
     # ask R for R_HOME 
     if(LIBR_EXECUTABLE)
       execute_process(
-        COMMAND ${LIBR_EXECUTABLE} "--slave" "--no-save" "-e" "cat(normalizePath(R.home(), winslash='/')"
+        COMMAND ${LIBR_EXECUTABLE} "--slave" "--no-save" "-e" "cat(normalizePath(R.home(), winslash='/'))"
         OUTPUT_VARIABLE LIBR_HOME)
     endif()
     # if R executable not available, query R_HOME path from registry
@@ -138,6 +138,12 @@ else()
     set(LIBR_INCLUDE_DIRS "${LIBR_HOME}/include")
     set(LIBR_LIB_DIR "${LIBR_HOME}/bin/${R_ARCH}")
  
+message(STATUS "LIBR_HOME [${LIBR_HOME}]")
+message(STATUS "LIBR_EXECUTABLE [${LIBR_EXECUTABLE}]")
+message(STATUS "LIBR_INCLUDE_DIRS [${LIBR_INCLUDE_DIRS}]")
+message(STATUS "LIBR_LIB_DIR [${LIBR_LIB_DIR}]")
+message(STATUS "LIBR_CORE_LIBRARY [${LIBR_CORE_LIBRARY}]")
+
   endif()
 
 endif()