[R] Set number of threads in demos and tests. (#9591)

- Restrict the number of threads in IO.
- Specify the number of threads in demos and tests.
- Add helper scripts for checks.

R-package/tests/helper_scripts/run-examples.R

@@ -0,0 +1,25 @@
+## Helper script for running individual examples.
+library(pkgload)
+library(xgboost)
+
+files <- list.files("./man")
+
+
+run_example_timeit <- function(f) {
+  path <- paste("./man/", f, sep = "")
+  print(paste("Test", f))
+  flush.console()
+  t0 <- proc.time()
+  run_example(path)
+  t1 <- proc.time()
+  list(file = f, time = t1 - t0)
+}
+
+timings <- lapply(files, run_example_timeit)
+
+for (t in timings) {
+  ratio <- t$time[1] / t$time[3]
+  if (!is.na(ratio) && !is.infinite(ratio) && ratio >= 2.5) {
+    print(paste("Offending example:", t$file, ratio))
+  }
+}