[R] Fix CRAN test notes. (#8428)

- Limit the number of used CPU cores in examples.
- Add a note for the constraint.
- Bring back the cleanup script.

R-package/man/xgb.cv.Rd

@@ -158,9 +158,9 @@ Adapted from \url{https://en.wikipedia.org/wiki/Cross-validation_\%28statistics\
 }
 \examples{
 data(agaricus.train, package='xgboost')
-dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
+dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
 cv <- xgb.cv(data = dtrain, nrounds = 3, nthread = 2, nfold = 5, metrics = list("rmse","auc"),
-                  max_depth = 3, eta = 1, objective = "binary:logistic")
+             max_depth = 3, eta = 1, objective = "binary:logistic")
 print(cv)
 print(cv, verbose=TRUE)