Add configuration to R interface. (#5217)

* Save and load internal parameter configuration as JSON.

doc/tutorials/saving_model.rst

@@ -102,7 +102,7 @@ comments in the script for more details.
 Saving and Loading the internal parameters configuration
 ********************************************************
 
-XGBoost's ``C API`` and ``Python API`` supports saving and loading the internal
+XGBoost's ``C API``, ``Python API`` and ``R API`` support saving and loading the internal
 configuration directly as a JSON string.  In Python package:
 
 .. code-block:: python
@@ -111,6 +111,14 @@ configuration directly as a JSON string.  In Python package:
   config = bst.save_config()
   print(config)
 
+
+or
+
+.. code-block:: R
+
+  config <- xgb.config(bst)
+  print(config)
+
 Will print out something similiar to (not actual output as it's too long for demonstration):
 
 .. code-block:: json