[CI] Add noLD R test (#6382)

* [CI] Add noLD test

* Make noLD test only trigger with a PR comment

* [CI] Don't install stringi

* Add the Titanic example as a unit test

* Document trigger

* add to index

* Clarify that it needs to be a review comment

doc/contrib/ci.rst

@@ -0,0 +1,27 @@
+####################################
+Automated testing in XGBoost project
+####################################
+
+This document collects tips for using the Continuous Integration (CI) service of the XGBoost
+project.
+
+**Contents**
+
+.. contents::
+  :backlinks: none
+  :local:
+
+**************
+GitHub Actions
+**************
+The configuration files are located under the directory
+`.github/workflows <https://github.com/dmlc/xgboost/tree/master/.github/workflows>`_.
+
+Most of the tests listed in the configuration files run automatically for every incoming pull
+requests and every update to branches. A few tests however require manual activation:
+
+* R tests with ``noLD`` option: Run R tests using a custom-built R with compilation flag
+  ``--disable-long-double``. See `this page <https://blog.r-hub.io/2019/05/21/nold/>`_ for more
+  details about noLD. This is a requirement for keeping XGBoost on CRAN (the R package index).
+  To invoke this test suite for a particular pull request, simply add a review comment
+  ``/gha run r-nold-test``. (Ordinary comment won't work. It needs to be a review comment.)

doc/contrib/index.rst

@@ -27,3 +27,4 @@ Here are guidelines for contributing to various aspect of the XGBoost project:
   Docs and Examples <docs>
   git_guide
   release
+  ci