Fix R memory leak on exception

There is a possible memory leak in case the SWIG_exception_fail macro
is called. The problem is related to its definition that call the
function Rf_warning. This function (as well as Rf_error) involves
a longjmp over C++ destructors on the stack. Thus, all the objects
allocated on the heap are not freed.

Closes #914

Examples/test-suite/r/Makefile.in

@@ -18,6 +18,7 @@ C_TEST_CASES += \
 
 CPP_TEST_CASES += \
 	r_double_delete \
+	r_memory_leak \
 	r_overload_array \
 	r_sexp \
         r_overload_comma \