[R] Add tests for parameters constructor #11400

Job	Run time
Build CI containers (xgb-ci.manylinux2014_x86_64)	31s
Build CI containers (xgb-ci.jvm)	44s
Build CI containers (xgb-ci.jvm_gpu_build)	1m 46s
Build CI containers (xgb-ci.manylinux2014_aarch64)	27s
Build libxgboost4j.dylib for MacOS (Apple Silicon)	1m 35s
Build and test JVM packages (windows-latest)	8m 13s
Build libxgboost4j.dylib for MacOS (Intel)	3m 16s
Build and test JVM packages (macos-13)	10m 54s
Build and test JVM packages (Linux, Scala 2.12)	10m 18s
Build libxgboost4j.so with CUDA	6m 9s
Build libxgboost4j.so targeting glibc 2.17 (arch aarch64, runner linux-arm64-cpu)	1m 47s
Build and test JVM packages (Linux, Scala 2.13)	5m 9s
Build libxgboost4j.so targeting glibc 2.17 (arch x86_64, runner linux-amd64-cpu)	1m 55s
Build docs for JVM packages	4m 45s
Test JVM packages with CUDA (Scala 2.12)	6m 11s
Test JVM packages with CUDA (Scala 2.13)	6m 7s
Deploy JVM packages to S3 (cpu)	41s
Deploy JVM packages to S3 (cpu)	41s
Deploy JVM packages to S3 (gpu)	1m 45s
Deploy JVM packages to S3 (gpu)	1m 47s
	1h 14m 41s

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