[R] Use new interface for creating DMatrix from CSR. (#8455)
* [R] Use new interface for creating DMatrix from CSR. - CSC is still using the old API. The old API is not aware of `nthread` parameter, which makes DMatrix to use all available thread during construction and during transformation lie `SparsePage` -> `CSCPage`.
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@@ -66,5 +66,5 @@ Imports:
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methods,
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data.table (>= 1.9.6),
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jsonlite (>= 1.0),
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RoxygenNote: 7.2.1
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RoxygenNote: 7.2.2
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SystemRequirements: GNU make, C++14
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