"src/io/train_share_states.cpp" did not exist on "1bc27939a43c414c3424f339994d0aa11f3aa3b1"
[R-package] Fix R memory leaks (fixes #4282, fixes #3462) (#4597)
* fix R memory leaks * attempt at solving linter complaints * fix compilation on windows * move R_API_BEGIN to correct place * make sure exception objects reach out of scope * better way to solve rchk complaints * remove goto statement
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