title: xgboost R package installation fails
body: <p>I would like to update the xgboost R package from 0.4-4 to the latest CRAN version. Launching the installation with</p>
  
  <pre><code>options(repos = c(CRAN = "https://mran.microsoft.com/snapshot/2017-01-19"))
  install.packages("xgboost")
  </code></pre>
  
  <p>results in the following messages</p>
  
  <pre><code>installing *source* package 'xgboost' ...
  ** package 'xgboost' successfully unpacked and MD5 sums checked
  configure: creating ./config.status
  config.status: creating src/Makevars
  ** libs
  I/usr/lib64/microsoft-r/3.3/lib64/R/include -DNDEBUG -I./include -I./dmlc-core/include -I./rabit/include -I. -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0 -DDMLC_ENABLE_STD_THREAD=0 -DDMLC_DISABLE_STDIN=1 -DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1 -DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_ -DU_STATIC_IMPLEMENTATION   -fopenmp     -c xgboost_R.cc -o xgboost_R.o
  sh: I/usr/lib64/microsoft-r/3.3/lib64/R/include: No such file or directory
  /usr/lib64/microsoft-r/3.3/lib64/R/etc/Makeconf:139: recipe for target 'xgboost_R.o' failed
  make: [xgboost_R.o] Error 127 (ignored)
  I/usr/lib64/microsoft-r/3.3/lib64/R/include -DNDEBUG -I./include -I./dmlc-core/include -I./rabit/include -I. -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0 -DDMLC_ENABLE_STD_THREAD=0 -DDMLC_DISABLE_STDIN=1 -DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1 -DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_ -DU_STATIC_IMPLEMENTATION   -fopenmp     -c xgboost_custom.cc -o xgboost_custom.o
  sh: I/usr/lib64/microsoft-r/3.3/lib64/R/include: No such file or directory
  /usr/lib64/microsoft-r/3.3/lib64/R/etc/Makeconf:139: recipe for target 'xgboost_custom.o' failed
  make: [xgboost_custom.o] Error 127 (ignored)
  gcc -std=gnu99 -I/usr/lib64/microsoft-r/3.3/lib64/R/include -DNDEBUG -I./include -I./dmlc-core/include -I./rabit/include -I. -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0 -DDMLC_ENABLE_STD_THREAD=0 -DDMLC_DISABLE_STDIN=1 -DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1 -DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_ -DU_STATIC_IMPLEMENTATION    -fpic  -DU_STATIC_IMPLEMENTATION -O2 -g  -c xgboost_assert.c -o xgboost_assert.o
  I/usr/lib64/microsoft-r/3.3/lib64/R/include -DNDEBUG -I./include -I./dmlc-core/include -I./rabit/include -I. -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0 -DDMLC_ENABLE_STD_THREAD=0 -DDMLC_DISABLE_STDIN=1 -DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1 -DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_ -DU_STATIC_IMPLEMENTATION   -fopenmp     -c amalgamation/xgboost-all0.cc -o amalgamation/xgboost-all0.o
  sh: I/usr/lib64/microsoft-r/3.3/lib64/R/include: No such file or directory
  /usr/lib64/microsoft-r/3.3/lib64/R/etc/Makeconf:139: recipe for target 'amalgamation/xgboost-all0.o' failed
  make: [amalgamation/xgboost-all0.o] Error 127 (ignored)
  I/usr/lib64/microsoft-r/3.3/lib64/R/include -DNDEBUG -I./include -I./dmlc-core/include -I./rabit/include -I. -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0 -DDMLC_ENABLE_STD_THREAD=0 -DDMLC_DISABLE_STDIN=1 -DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1 -DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_ -DU_STATIC_IMPLEMENTATION   -fopenmp     -c amalgamation/dmlc-minimum0.cc -o amalgamation/dmlc-minimum0.o
  sh: I/usr/lib64/microsoft-r/3.3/lib64/R/include: No such file or directory
  /usr/lib64/microsoft-r/3.3/lib64/R/etc/Makeconf:139: recipe for target 'amalgamation/dmlc-minimum0.o' failed
  make: [amalgamation/dmlc-minimum0.o] Error 127 (ignored)
  I/usr/lib64/microsoft-r/3.3/lib64/R/include -DNDEBUG -I./include -I./dmlc-core/include -I./rabit/include -I. -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0 -DDMLC_ENABLE_STD_THREAD=0 -DDMLC_DISABLE_STDIN=1 -DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1 -DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_ -DU_STATIC_IMPLEMENTATION   -fopenmp     -c rabit/src/engine_empty.cc -o rabit/src/engine_empty.o
  sh: I/usr/lib64/microsoft-r/3.3/lib64/R/include: No such file or directory
  /usr/lib64/microsoft-r/3.3/lib64/R/etc/Makeconf:139: recipe for target 'rabit/src/engine_empty.o' failed
  make: [rabit/src/engine_empty.o] Error 127 (ignored)
  I/usr/lib64/microsoft-r/3.3/lib64/R/include -DNDEBUG -I./include -I./dmlc-core/include -I./rabit/include -I. -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0 -DDMLC_ENABLE_STD_THREAD=0 -DDMLC_DISABLE_STDIN=1 -DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1 -DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_ -DU_STATIC_IMPLEMENTATION   -fopenmp     -c rabit/src/c_api.cc -o rabit/src/c_api.o
  sh: I/usr/lib64/microsoft-r/3.3/lib64/R/include: No such file or directory
  /usr/lib64/microsoft-r/3.3/lib64/R/etc/Makeconf:139: recipe for target 'rabit/src/c_api.o' failed
  make: [rabit/src/c_api.o] Error 127 (ignored)
  -shared -L/usr/lib64/microsoft-r/3.3/lib64/R/lib -o xgboost.so ./xgboost_R.o ./xgboost_custom.o ./xgboost_assert.o ./amalgamation/xgboost-all0.o ./amalgamation/dmlc-minimum0.o ./rabit/src/engine_empty.o ./rabit/src/c_api.o -fopenmp -L/usr/lib64/microsoft-r/3.3/lib64/R/lib -lR
  sh: line 2: -shared: command not found
  /usr/lib64/microsoft-r/3.3/lib64/R/share/make/shlib.mk:6: recipe for target 'xgboost.so' failed
  make: *** [xgboost.so] Error 127
  ERROR: compilation failed for package 'xgboost'
  * removing '/home/norbert/R/x86_64-pc-linux-gnu-library/3.3/xgboost'
  * restoring previous '/home/norbert/R/x86_64-pc-linux-gnu-library/3.3/xgboost'
  Warning in install.packages :
    installation of package ‘xgboost’ had non-zero exit status
  
  The downloaded source packages are in
      ‘/tmp/RtmpvbYF34/downloaded_packages’
  </code></pre>
  
  <p>It seems that xgboost_assert.c is compiled correctly, but command used to compile files *.cc is incorrect - the beginning of the command is missing. The same is true for the final link command.</p>
  
  <pre><code>sessionInfo()
  
  R version 3.3.2 (2016-10-31)
  Platform: x86_64-pc-linux-gnu (64-bit)
  Running under: Ubuntu 16.04.1 LTS
  
  locale:
   [1] LC_CTYPE=pl_PL.UTF-8       LC_NUMERIC=C                  LC_TIME=pl_PL.UTF-8        LC_COLLATE=pl_PL.UTF-8    
   [5] LC_MONETARY=pl_PL.UTF-8    LC_MESSAGES=pl_PL.UTF-8    LC_PAPER=pl_PL.UTF-8       LC_NAME=C                 
   [9] LC_ADDRESS=C               LC_TELEPHONE=C             LC_MEASUREMENT=pl_PL.UTF-8 LC_IDENTIFICATION=C       
  
  attached base packages:
  [1] stats     graphics  grDevices utils     datasets  methods   base     
  
  other attached packages:
  [1] RevoUtilsMath_10.0.0
  
  loaded via a namespace (and not attached):
  [1] RevoUtils_10.0.2 tools_3.3.2     
  </code></pre>
  
  <p>Any idea what to do?</p>