Add support for cross-validation using query ID (#4474)

* adding support for matrix slicing with query ID for cross-validation

* hail mary test of unrar installation for windows tests

* trying to modify tests to run in Github CI

* Remove dependency on wget and unrar

* Save error log from R test

* Relax assertion in test_training

* Use int instead of bool in C function interface

* Revise R interface

* Add XGDMatrixSliceDMatrixEx and keep old XGDMatrixSliceDMatrix for API compatibility

Jenkinsfile

@@ -340,6 +340,8 @@ def TestR(args) {
     sh """
     ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/build_test_rpkg.sh
     """
+    // Save error log, if any
+    archiveArtifacts artifacts: "xgboost.Rcheck/00install.out", allowEmptyArchive: true
     deleteDir()
   }
 }