reduce vignette fig sizes; add a memcheck workflow for c++ checks

.Rbuildignore

@@ -20,3 +20,4 @@
 ^tests/mvgam_examples\.R$
 ^tests/testthat/Rplots\.pdf$
 ^tests/local$
+^memcheck\.R$

.github/workflows/memcheck.yaml

@@ -0,0 +1,65 @@
+# Workflow derived from https://github.com/r-lib/actions/tree/master/examples
+# Need help debugging build failures? Start at https://github.com/r-lib/actions#where-to-find-help
+on:
+  push:
+    branches: [main, master]
+  pull_request:
+    branches: [main, master]
+
+name: memcheck
+
+jobs:
+  memcheck:
+    runs-on: ubuntu-latest
+    env:
+      GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
+
+    steps:
+      - uses: actions/checkout@v2
+      - uses: n1hility/cancel-previous-runs@v2
+        with:
+          token: ${{ secrets.GITHUB_TOKEN }}
+
+      - uses: actions/checkout@v2
+      - name: apt install dependency
+         run: |
+          sudo apt-get -y install valgrind
+
+      - uses: r-lib/actions/setup-r@v2
+        with:
+          use-public-rspm: true
+
+      # As cmdstanr is not yet on CRAN, configure the action to only install the
+      # 'Depends' packages by default and then manually specify the 'Suggests'
+      # packages that are needed for R CMD CHECK
+      - uses: r-lib/actions/setup-r-dependencies@v2
+        with:
+          dependencies: NA
+          extra-packages: |
+              knitr
+              extraDistr
+              lubridate
+              wrswoR
+              tweedie
+              splines2
+              xts
+              collapse
+              rmarkdown
+              ggplot2
+              rjags
+              coda
+              stan-dev/cmdstanr
+              testthat
+              usethis
+              rcmdcheck
+              devtools
+
+      - name: Build Cmdstan
+        run: |
+          cmdstanr::check_cmdstan_toolchain(fix = TRUE)
+          cmdstanr::install_cmdstan()
+        shell: Rscript {0}
+
+      - name: Memory check
+        run: |
+          R -d "valgrind --tool=memcheck --leak-check=full" --vanilla < memcheck.R