Fixed keep-empty-dirs flag in build_r.R (fixes #2332) (#2333)

build_r.R

@@ -60,7 +60,7 @@ result <- file.copy(from = "CMakeLists.txt",
 # NOTE: --keep-empty-dirs is necessary to keep the deep paths expected
 #       by CMake while also meeting the CRAN req to create object files
 #       on demand
-cmd <- "R CMD build lightgbm_r --keep_empty-dirs"
+cmd <- "R CMD build lightgbm_r --keep-empty-dirs"
 .run_shell_command(cmd)
 
 # Install the package