BUG: Check integrity of sparse int indices

[gfyoung]

The check_integrity method of IntIndex in pandas.sparse was un-implemented despite having documentation. This PR implements the method and calls it when initializing IntIndex.

xref #15844 (comment)

[codecov]

Codecov Report

Merging #15863 into master will decrease coverage by 0.02%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master   #15863      +/-   ##
==========================================
- Coverage   90.98%   90.96%   -0.03%     
==========================================
  Files         143      143              
  Lines       49449    49449              
==========================================
- Hits        44993    44983      -10     
- Misses       4456     4466      +10

Flag	Coverage Δ
#multiple	88.72% <ø> (-0.01%)	⬇️
#single	40.65% <ø> (-0.11%)	⬇️

Impacted Files	Coverage Δ
pandas/io/gbq.py	25% <0%> (-58.34%)	⬇️
pandas/core/common.py	90.96% <0%> (-0.34%)	⬇️
pandas/core/frame.py	97.56% <0%> (-0.1%)	⬇️

---

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[codecov]

Codecov Report

Merging #15863 into master will decrease coverage by 0.02%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master   #15863      +/-   ##
==========================================
- Coverage   90.98%   90.96%   -0.03%     
==========================================
  Files         143      143              
  Lines       49449    49449              
==========================================
- Hits        44993    44983      -10     
- Misses       4456     4466      +10

Flag	Coverage Δ
#multiple	88.72% <ø> (-0.01%)	⬇️
#single	40.65% <ø> (-0.11%)	⬇️

Impacted Files	Coverage Δ
pandas/io/gbq.py	25% <0%> (-58.34%)	⬇️
pandas/core/frame.py	97.56% <0%> (-0.1%)	⬇️
pandas/tseries/index.py	95.33% <0%> (-0.1%)	⬇️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update d1e1ba0...f435d28. Read the comment docs.

[jreback]

thanks!