It might not hurt to provide a link to your project, if possible.
Non-trivial examples of Rcpp use should be of broad interest here.
Currently, the project is only used internally at my department and still under heavy construction. In particular, I am just about to start working on the R-interface. If everything works as expected, however, we might work towards publishing the project.

The library does not make use of the R API.
I don't see how that hurts.
On the contrary, I suppose that should make it easier, since R errors do not interfere with C++ exceptions.

 Do you use any other (external)
libraries, or is it fully self-contained?
The project relies on several mathematical C++ libraries.

The "Writing R Extensions" manual offers information about
memory allocation in section 6.1.

Not surprisingly, the "Extensions" manual doesn't fully cover your use-case :)
The Rcpp-modules vignette might help clarify some issues r.e.
integrating C++ libraries with R.
Thank you, I will have a look at the vignette.

Hopefully others can comment more on
your specific memory management questions.
Dirk's answer is very helpful and actually quite exhaustive.

Best regards,
Peter

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