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Diagnose a memory leak in C++ code forming part of an R package, on Windows

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I am writing an R package that includes C++ code, written by an external developer who is unable to help out. The C++ code currently appears to have a memory leak: R's memory usage keeps increasing when the C++ code is run, and is not released until R is quit. It is my task to neutralize this leak.

Because I am using Windows, and calling the C++ code through R, it is not clear how best to track down this leak. My cunning plan was to use valgrind in a Linux environment on Travis CI, but this finds no problems.

What is the best way to track down memory leaks?


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