Idiomatic C++ code from hsmm R package

InitData.cpp

void InitParaAndVar(int CensoringPara, int tauPara, int JPara, int MPara, double dPara[], 
		    double pPara[], double piPara[], double pdfPara[])
{
	int i, j, u;

	Censoring = CensoringPara;

	tau = tauPara;
	J = JPara;
	M = MPara;

	StateIn = matrix<double>(J, tau);
	if (StateIn == NULL)
	{
		throw memory_exception();
	}

	F = matrix<double>(J, tau); 
	if (F == NULL)
	{
		throw memory_exception();
	}

	L = matrix<double>(J, tau); 
	if (L == NULL)
	{
		throw memory_exception();
	}

	G = matrix<double>(J, tau); 
	if (G == NULL)
	{
		throw memory_exception();
	}

	H = cube<double>(J, tau, M + 1);
	if (H == NULL)
	{
		throw memory_exception();
	}

	L1 = matrix<double>(J, tau); 
	if (L1 == NULL)
	{
		throw memory_exception();
	}

	N = new double[tau];
	if (N == NULL)
	{
		throw memory_exception();
	}

	Norm = matrix<double>(J, tau);  
	if (Norm == NULL)
	{
		throw memory_exception();
	}

	d = matrix<double>(J, M + 1);
	if (d == NULL)
	{
		throw memory_exception();
	}

	if (M + 1 > tau)
		D = matrix<double>(J, M + 1);
	else
		D = matrix<double>(J, tau + 1);
	if (D == NULL)
	{
		throw memory_exception();
	}

	mean_d = new double[J];
	if (mean_d == NULL)
	{
		throw memory_exception();
	}

	p = matrix<double>(J, J);
	if (p == NULL)
	{
		throw memory_exception();
	}

	pi = new double[J];
	if (pi == NULL)
	{
		throw memory_exception();
	}

	eta = matrix<double>(J, M + 1);  
	if (eta == NULL)
	{
		throw memory_exception();
	}

	xi = matrix<double>(J, M + 1);  
	if (xi == NULL)
	{
		throw memory_exception();
	}

	alpha = matrix<double>(J, tau);
	if (alpha == NULL)
	{
		throw memory_exception();
	}

	maxI = matrix<int>(J, tau);
	if (maxI == NULL)
	{
		throw memory_exception();
	}

	maxU = matrix<int>(J, tau);
	if (maxU == NULL)
	{
		throw memory_exception();
	}

	pdf = matrix<double>(J, tau);
	if (pdf == NULL)
	{
		throw memory_exception();
	}

	hiddenStates = new int[tau];
	if (hiddenStates == NULL)
	{
		throw memory_exception();
	}

	
	for (j = 0; j <= J - 1; j++)
	{
		pi[j] = piPara[j];
	}

	for (j = 0; j <= J - 1; j++)
		for (u = 0; u <= M - 1; u++) {
			d[j][u + 1] = dPara[j * M + u];
		}

	for (i = 0; i <= J - 1; i++)
		for (j = 0; j <= J - 1; j++)
		{
			p[i][j] = pPara[i * J + j];
		}

	for (j = 0; j <= J - 1; j++)
		for (u = 0; u <= tau - 1; u++)
		{
			pdf[j][u] = pdfPara[j * tau + u];
		}

	switch (Censoring)
	{
		case noCensoring:
		{
			LeftCensoring = false;
			RightCensoring = false;
			break;
		}
		case rightCensoring:
		{
			LeftCensoring = false;
			RightCensoring = true;
			break;
		}
		case leftRightCensoring:
		{
			LeftCensoring = true;
			RightCensoring = true;
			break;
		}
	}
}

What does memory_exception() look like?