Jiaming Yuan 5f1a6fca0d [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`.

2022-11-23 21:36:43 +08:00

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