Add Github Action for R. (#5911)

* Fix lintr errors.

R-package/R/xgb.DMatrix.save.R

@@ -1,10 +1,10 @@
 #' Save xgb.DMatrix object to binary file
-#' 
+#'
 #' Save xgb.DMatrix object to binary file
-#' 
+#'
 #' @param dmatrix the \code{xgb.DMatrix} object
 #' @param fname the name of the file to write.
-#' 
+#'
 #' @examples
 #' data(agaricus.train, package='xgboost')
 #' train <- agaricus.train
@@ -18,7 +18,7 @@ xgb.DMatrix.save <- function(dmatrix, fname) {
     stop("fname must be character")
   if (!inherits(dmatrix, "xgb.DMatrix"))
     stop("dmatrix must be xgb.DMatrix")
-  
+
   .Call(XGDMatrixSaveBinary_R, dmatrix, fname[1], 0L)
   return(TRUE)
 }