A Complete Installation Guide for `bigsnpr`(https://github.com/privefl/bigsnpr) on Azure Windows Server.

INSTALLATION_GUIDE.md

• Install R, Rtools (Required), RStudio (Optional).
• Install Git for Windows for retrive the latest version of xgboost.
• Install Visual Studio Community, for c++ development environment.
  • Select Workload: Desktop/Mobile/Linux Development with C++ to obtain C++ CMake tool

• Install xgboost, follow this official installation guide, note that:
  • Add Rtools to your PATH, or your windows will not able to find the cmake:
    • C:\rtools40\usr\bin
    • C:\rtools40\mingw64\bin For more detail could check this reference.
  • It's recommand to use Developer Powershell for VS 2019 for running the following CLI commands: (With your correct Visual Studio & R versions)

    git clone --recursive https://github.com/dmlc/xgboost
    cd xgboost
    git submodule init
    git submodule update
    mkdir build
    cd build
    cmake .. -G"Visual Studio 16 2019" -A x64 -DR_LIB=ON -DR_VERSION=4 -DLIBR_EXECUTABLE="C:/Program Files/R/R-4.0.3/bin/x64/R.exe"
    cmake --build . --target install --config Release
    

• Your are done with the installation of xgboost! If you encounter some errors please check also this document.
• Install bigsnpr in R:

  install.packages("remotes")
  remotes::install_github("privefl/bigsnpr")
  

• Happy coding <3