[R-package] pkgdown docs for individual functions are broken

[jameslamb]

The R docs at https://lightgbm.readthedocs.io/en/latest/R/index.html are rendering correctly:

as is the reference page at https://lightgbm.readthedocs.io/en/latest/R/reference/index.html

But if you click any of the specific function names on the reference page, the resulting links are broken. For example, https://lightgbm.readthedocs.io/en/latest/R/reference/lgb.train.html

[jameslamb]

it looks like the there are errors in the most recent RTD build (https://readthedocs.org/projects/lightgbm/builds/12567523/)

I see this warning

* checking for empty or unneeded directories
WARNING: directory ‘lightgbm/src/external_libs/fast_double_parser’ is empty
WARNING: directory ‘lightgbm/src/external_libs/fmt’ is empty

and then later

** libs
installing via 'install.libs.R' to /home/docs/.conda/envs/r_env/lib/R/library/00LOCK-lightgbm/00new/lightgbm
Building lib_lightgbm
In file included from /tmp/Rtmp4mfEea/R.INSTALL30a33e035de/lightgbm/src/include/LightGBM/config.h:16,
                 from /tmp/Rtmp4mfEea/R.INSTALL30a33e035de/lightgbm/src/include/LightGBM/boosting.h:8,
                 from /tmp/Rtmp4mfEea/R.INSTALL30a33e035de/lightgbm/src/src/boosting/boosting.cpp:5:
/tmp/Rtmp4mfEea/R.INSTALL30a33e035de/lightgbm/src/include/LightGBM/utils/common.h:35:10: fatal error: ../../../external_libs/fmt/include/fmt/format.h: No such file or directory
   35 | #include "../../../external_libs/fmt/include/fmt/format.h"
      |          ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
compilation terminated.
make[3]: *** [CMakeFiles/_lightgbm.dir/build.make:82: CMakeFiles/_lightgbm.dir/src/boosting/boosting.cpp.o] Error 1
make[2]: *** [CMakeFiles/Makefile2:97: CMakeFiles/_lightgbm.dir/all] Error 2
make[1]: *** [CMakeFiles/Makefile2:104: CMakeFiles/_lightgbm.dir/rule] Error 2

so we have two problems:

1. not getting the submodules needed
2. the R docs breaking don't break the RTD build

Looking into them now

[github-actions]

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