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memory leak when when calling calculate_features? #237

@windwine

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@windwine

Thank you for the easy to use package. I guess there might be some memory leakage when calling calculate_features. I have a for loop iterating ~2000 times each calling
all_features <- calculate_features (
data = tempdaily ,
id_var = "ID" ,
time_var = "nday" ,
values_var = "log_val" ,
feature_set = c( "catch22" )
)

basically I am extracting the ts features in a rolling window. The tempdaily data frame is ~ 3000 ID * 250 observations so the resulting all_features data frame is fairly small.
I am seeing the memory usage in Rstudio and windows resource monitor grow gradually and eventually hit more than 100GB (I have a 128GB RAM machine) to crash the rsession. I looked at all the object.size in my env and they are no more than 4GB in total so I guess the extra RAM usage was coming from the memory leakage in the calculate_features function? I have also tried to add gc() at the end of each loop and it did not help. Can you check on that? Thanks.

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