[CI] Refactor Jenkins CI pipeline + migrate all Linux tests to Jenkins (#4401)

* All Linux tests are now in Jenkins CI
* Tests are now de-coupled from builds. We can now build XGBoost with one version of CUDA/JDK and test it with another version of CUDA/JDK
* Builds (compilation) are significantly faster because 1) They use C5 instances with faster CPU cores; and 2) build environment setup is cached using Docker containers

tests/ci_build/build_test_rpkg.sh

@@ -0,0 +1,23 @@
+#!/bin/bash
+
+set -e
+set -x
+
+make Rpack
+cd xgboost/
+
+# Run tests
+echo "Building with R CMD build"
+R CMD build --no-build-vignettes --no-manual .
+
+echo "Running R tests"
+R_PACKAGE_TARBALL=$(ls -1t *.tar.gz | head -n 1)
+
+export _R_CHECK_TIMINGS_=0
+export _R_CHECK_FORCE_SUGGESTS_=false
+R CMD check \
+  ${R_PACKAGE_TARBALL} \
+  --no-vignettes \
+  --no-manual \
+  --as-cran \
+  --install-args=--build