[R-package] remove temporary files created in configure.win

[jameslamb]

On Windows builds in #3946, I see the following NOTE from R CMD check

* checking top-level files ... NOTE

Non-standard file/directory found at top level:

  'conftest.cpp'

Example build: https://github.com/microsoft/LightGBM/runs/3367486204?check_suite_focus=true.

After pushing the same change from this PR to #3946, I can confirm that this R CMD check NOTE no longer shows up in cran Windows builds. e.g. https://github.com/microsoft/LightGBM/runs/4053638197?check_suite_focus=true.

The file conftest.cpp is created by tests run in configure.win which compile test programs to figure out compiler flags to use when compiling LightGBM.

LightGBM/R-package/configure.win

Line 30 in dcae8dd

cat > conftest.cpp <<EOL

LightGBM/R-package/configure.win

Line 52 in dcae8dd

cat > conftest.cpp <<EOL

This PR proposes adding code to configure.win to ensure that such files are removed as soon as those tests are done.

Shouldn't a similar change be made in configure.ac / configure?

I don't think this is necessary for configure.ac because I believe configure (created by autoconf) handles that automatically through the use of autoconf's AC_LANG_CONFTEST directive.

LightGBM/R-package/configure

Line 1530 in dcae8dd

rm -f -r conftest* confdefs.h

Why haven't we seen this note from R CMD check before?

I think this is only being observed in #3946 because with vignettes added, R CMD build has to install the package to build it (since R CMD build bundles the vignette HTML into source packages by default).

[StrikerRUS]

LGTM!
Thank you very much for answering to my questions even before I asked them 😄

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