Slice the DMatrix and return a new DMatrix that only contains `rindex`.

        Parameters
        ----------
        rindex : list
            List of indices to be selected.

        Returns
        -------
        res : DMatrix
            A new DMatrix containing only selected indices.

def slice(self, rindex):
        """Slice the DMatrix and return a new DMatrix that only contains `rindex`.

        Parameters
        ----------
        rindex : list
            List of indices to be selected.

        Returns
        -------
        res : DMatrix
            A new DMatrix containing only selected indices.
        """
        res = DMatrix(None, feature_names=self.feature_names)
        res.handle = ctypes.c_void_p()
        _check_call(_LIB.XGDMatrixSliceDMatrix(self.handle,
                                               c_array(ctypes.c_int, rindex),
                                               len(rindex),
                                               ctypes.byref(res.handle)))
        return res