[R-package] add conda dir for LIBR_CORE_LIBRARY (fixes #3045)

[jameslamb]

I think that conda installations of R put the core library at ${R_HOME}/lib. See #3045 (comment) and the rest of #3045 for details.

@StrikerRUS I created this as a LightGBM branch so it can be tested on readthedocs. Could you enable this branch there?

[StrikerRUS]

Just enabled builds for this branch.

[jameslamb]

Just enabled builds for this branch.

Thanks! The AppVeyor looks like #1818. Will push an empty commit to re-trigger it.

[StrikerRUS]

Perfect! Many thanks!

[jameslamb]

Perfect! Many thanks!

woo! I'll merge as soon as CI passes. Glad we could resolve it quickly!

[jameslamb]

ugh more TeX problems

This is not broken on AppVeyor.

It can't possibly be related to the change in this PR :/

[StrikerRUS]

ugh more TeX problems

Rerunning...

[StrikerRUS]

Failing in master at Azure with weird error:

R CMD check build logs:
* installing *source* package 'lightgbm' ...
** using staged installation
** libs
      0 [main] make 5052 child_info_fork::abort: D:\a\1\s\RLibrary\Rtools\bin\msys-gcc_s-1.dll: Loaded to different address: parent(0x6A0000) != child(0x170000)
make: fork: Resource temporarily unavailable
ERROR: compilation failed for package 'lightgbm'

Rerunning...

[github-actions]

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