Direct inclusion of used headers

[MichaelChirico]

As flagged by clang-tidy's misc-include-cleaner:

https://clang.llvm.org/extra/clang-tidy/checks/misc/include-cleaner.html

[DavisVaughan]

We purposefully use vctrs.h as a megaheader that includes most useful headers you might want to use when developing new algorithms. It already includes proxy.h and size.h, for example.

[MichaelChirico]

Thanks... I wonder if CRAN will ever move towards stricter inclusion rules.

Myself, I've become more of a fan of the stricter rules after dealing with all sorts of Depends/Imports headaches this year. The "megaheader" approach reminds me of Depends and all the associated hassle.

Anyway it seems the R headers themselves need some cleanup / I don't have a good environment to debug this PR right now, so I'll close.

[DavisVaughan]

@lionel- and I definitely fought over whether to use a megaheader vs very strict include-what-you-use type of rules in the past 😆

[lionel-]

The "megaheader" approach reminds me of Depends and all the associated hassle.

I think a better analogy is that the one header per file approach is like creating a different package for each .R file.

Maybe this could help? https://clangd.llvm.org/design/include-cleaner#umbrella-headers