R.exe (and Rterm.exe) persisted after shutting down the ir kernel.

[BoPeng]

Under windows, if we

%use %
%shutdown R

R.exe and Rterm.exe will not be closed. Leaving two daemon processes.

Using a R kernel, shutdowning the kernel (via jupyter) will kill them.

So it appears that %shutdown R does not cleanly killed R.

[BoPeng]

Seems to be related to IRkernel/IRkernel#226 and jupyter/jupyter_client#104, and the latter is still open. I am not sure if we need to step in between jupyter and irkernel since both of them might or might not do something about the same problem.