chg
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#' @details
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#' This is the training function for xgboost.
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#'
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#' Parallelization is automatically enabled under Linux/Windows. Mac users can
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#' also enjoy this feature if compile this package with openmp.
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#' Parallelization is automatically enabled if OpenMP is present.
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#' Number of threads can also be manually specified via "nthread" parameter.
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#'
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#' This function only accepts an \code{xgb.DMatrix} object as the input.
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#' It supports advanced features such as watchlist, customized objective function,
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