BUG: Check integrity of sparse int indices
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 <a href="https://github.com/pandas-dev/pandas/pull/15844#discussion_r108840154">#15844 (comment)</a>
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=h1) Report
> Merging [#15863](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/d1e1ba08ef259724ba71e0953c52e8e4ad81bd17?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/15863/graphs/tree.svg?src=pr&token=eZ4WkYLtcO&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree)

```diff
@@            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%)` | :arrow_down: |
| #single | `40.65% <ø> (-0.11%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `90.96% <0%> (-0.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.56% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=footer). Last update [d1e1ba0...f435d28](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments). # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=h1) Report
> Merging [#15863](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/d1e1ba08ef259724ba71e0953c52e8e4ad81bd17?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/15863/graphs/tree.svg?src=pr&width=650&token=eZ4WkYLtcO&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree)

```diff
@@            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%)` | :arrow_down: |
| #single | `40.65% <ø> (-0.11%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.56% <0%> (-0.1%)` | :arrow_down: |
| [pandas/tseries/index.py](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvaW5kZXgucHk=) | `95.33% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=footer). Last update [d1e1ba0...f435d28](https://codecov.io/gh/pandas-dev/pandas/pull/15863?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments). thanks!