[Rcpp-devel] `checkUserInterrupt()` might not be safe if Rcout is used.

[Wush Wu]

Hi all,

I just learned the function `checkUserInterrupt` and played with it in my
package today. At first, everything was good. However, I sensed something
wrong when I interrupted my function and relaunched it. In my case, the
thread number of OpenMP decreased to 1 after an user interruption.

According to the documentation, the `checkUserInterrupt` will throw an
exception to trigger the C++ destructors on the stack. However, if I use
`Rcout` several times (verbose mode of my function), then it will not throw
the exception but leave the function directly.

Here is a toy example to demonstrate:
https://gist.github.com/wush978/36c4e5d8324dd14040eecb4b1dd1c631

It uses `Rcout` / `std::cout` as a progressbar and check the user
interruption. If the exception is thrown correctly, then a catch clause
will handle the exception and write something to the `std::cerr`.

If I turn off the verbose mode, then the `checkUserInterrupt` always throws
the exception.

If I turn on the verbose mode and use `jsize` to select the number of dot
on the screen, then the `checkUserInterrupt` will exit the function
immediately if `jsize` is large.  For example, `checkUserInterrupt` throws
exception if `jsize = 5` but does not throw if `jsize = 100`.

If I use `std::cout` instead of `Rcpp::Rcout`, then everything goes right
again. So, there might be something wrong even if `R_TopLevelExec` is used.

Well, I guess this bug might be hard to debug, but we should let the others
aware about this at least, right?

Best,
Wush
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