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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>
Author: gfyoung <[email protected]>
Closes#15863 from gfyoung/sparse-pyx-refactor and squashes the following commits:
f435d28 [gfyoung] BUG: Check integrity of sparse int indices
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