[R] Build R library on Windows, document build instructions for Windows developers

[asfimport]

The status quo for building the R package with the C++ library is a bit special (see procedure here) and requires that compilation happen with a specific toolchain for R. There is no guidance on how to get a successful build locally on Windows, and it's not covered by our CI so we are vulnerable to regression.

Goal for this ticket: recreate the environment from https://github.com/r-windows/rtools-backports in our Appveyor so that we can build and test R with C++ in continuous integration. Side effect of bringing the PKGBUILD configuration that the r-windows setup uses into our source control for easier release management. This should also get us closer to, perhaps arriving at, reproducible build steps for local Windows developers.

Reporter: Wes McKinney / @wesm
Assignee: Neal Richardson / @nealrichardson

PRs and other links:

• GitHub Pull Request #4622

_{Note: This issue was originally created as ARROW-3758. Please see the migration documentation for further details.}

[asfimport]

Neal Richardson / @nealrichardson:
Work in progress here: master...nealrichardson:r-appveyor-part2

I got the rtools appveyor environment reproduced and successfully built the 0.13 released C++ library: https://ci.appveyor.com/project/nealrichardson/arrow/builds/25372598. Still working on linking that with the R package in the next step.

Unfortunately, building current master branch of the C++ library fails: https://ci.appveyor.com/project/nealrichardson/arrow/builds/25367079#L1177

It's looking for codecvt and can't find it. I will ticket that separately.

 

[asfimport]

Wes McKinney / @wesm:
Issue resolved by pull request 4622
#4622