RcppParallel compatability with checkUserInterrupt and Rcout

[andrewmarx]

I was wondering if RcppThread's checkUserInterrupt() and Rcout are considered safe to use in RcppParallel's threads? Apparently there is one user doing this (RcppCore/RcppParallel#65), but I'd like to confirm they aren't just getting lucky. It's pretty essential functionality for me; even with multithreading, a lot of people using my package will want to have runs that take weeks or months, so I need to be able to give them progress updates and the ability to quit early.

On a side note, have you considered enabling Github's new Discussions feature for this repo? It would be a better place for questions like mine.