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[not ready for merge yet] R-package#2

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dselivanov wants to merge 16 commits intotbjohns:masterfrom
dselivanov:master
Open

[not ready for merge yet] R-package#2
dselivanov wants to merge 16 commits intotbjohns:masterfrom
dselivanov:master

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@dselivanov
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Related to #1. Not ready for merge yet:

  • need to add docs and tests
  • check whether it works for solvers apart from squared, logistic

Could you please check C++ part - especially headers and macros which I defined to use R's stdout, stderr management (this is CRAN requirement - R pkg should not touch C stdout/stderr and use R's API for that).

NOTE that RcppExports.R and RcppExports.cpp are auto-generated files, no need to check them (not sure how are you familiar with R, so want to make sure you won't have extra work trying to understand them).

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