This package really fires up and talks to an R interpreter. Data are exchanged via text files. It can handle dense or sparse (in CSR format) data matrices. For details, cf. Chen, Tianqi, and Carlos Guestrin. "Xgboost: A scalable tree boosting system." Proceedings of KDD'16. ACM, 2016. DOI: 10.1145/2939672.2939785. https://xgboost.readthedocs.io/en/latest/