I know this is old, but I ran into the same issue. I'm on a Mac/Ubuntu and switch back and forth. What I have found is that just sending a simple interrupt signal to the main R process does exactly what you're looking for. I've ran scripts that went on for as long as 24 hours and the signal interrupt works very well. You should be able to run kill in terminal:
$ kill -2 pid
You can find the pid by running
$ps aux | grep exec/R
Not sure about Windows since I'm not ever on there, but I can't imagine there's not an option to do this as well in Command Prompt/Task Manager