Comment 1 for bug 1009267

I don't have R installed here, so I'm using dummy definitions for RNORM and RGAMMA. (Note also that your CFFI definitions are in the wrong package -- unless you're missing an assumed IN-PACKAGE :CL-RMATH there.)

  (declaim (inline rnorm rgamma))
  (defun rnorm (x y)
    (declare (double-float x y))
    (* x y))
  (defun rgamma (x y)
    (declare (double-float x y))
    (+ x y))

Given these, and running

  (loop repeat 100
        do (gibbs 10000 1000)
           (room)
           (write-line "---"))

  (write-line "--- After full GC ---")

  (gc :full t)

  (room)

I could not reproduce your symptoms so far.

Can you reproduce your symptoms without using CL-RMATH? If so, please provide a full terminal (not Slime) session transcript.