Add unittest for garbage collection's safety in R (#1490)

* Add test for garbage collection safety

R-package/tests/testthat/test_gc_safety.R

@@ -0,0 +1,15 @@
+require(xgboost)
+
+context("Garbage Collection Safety Check")
+
+test_that("train and prediction when gctorture is on", {
+  data(agaricus.train, package='xgboost')
+  data(agaricus.test, package='xgboost')
+  train <- agaricus.train
+  test <- agaricus.test
+  gctorture(TRUE)
+  bst <- xgboost(data = train$data, label = train$label, max.depth = 2,
+  eta = 1, nthread = 2, nround = 2, objective = "binary:logistic")
+  pred <- predict(bst, test$data)
+  gctorture(FALSE)
+})