glutCloseFunc without terminating application

I have created a window with glutCreateWindow and started a loop using glutMainLoop. I want to end that loop and close the window so I use glutLeaveMainLoop and glutCloseFunc to destroy it. Automatically, my application terminates.

I would like the application to persist after the window is destroyed. Is it possible?

According to this link I can do it, however I don't know how. I'm using freeglut.

In the doc for glutCloseFunc():

Users looking to prevent FreeGLUT from exiting when a window is closed, should look into using glutSetOption to set GLUT_ACTION_ON_WINDOW_CLOSE.

which leads to the glutSetOption() docs:

GLUT_ACTION_ON_WINDOW_CLOSE - Controls what happens when a window is closed by the user or system:

• GLUT_ACTION_EXIT will immediately exit the application (default, GLUT's behavior).
• GLUT_ACTION_GLUTMAINLOOP_RETURNS will immediately return from the main loop.
• GLUT_ACTION_CONTINUE_EXECUTION will continue execution of remaining windows.

And from glutLeaveMainLoop():

The glutLeaveMainLoop function causes freeglut to stop the event loop. If the GLUT_ACTION_ON_WINDOW_CLOSE option has been set to GLUT_ACTION_GLUTMAINLOOP_RETURNS or GLUT_ACTION_CONTINUE_EXECUTION, control will return to the function which called glutMainLoop; otherwise the application will exit.

Putting the pieces together:

#include <GL/freeglut.h>
#include <iostream>

void display()
{
    glClear( GL_COLOR_BUFFER_BIT );
    glutSwapBuffers();
}

int main( int argc, char** argv )
{
    glutInit( &argc, argv );
    glutInitDisplayMode( GLUT_RGBA | GLUT_DOUBLE );
    glutCreateWindow( "GLUT" );
    glutDisplayFunc( display );
    glutSetOption( GLUT_ACTION_ON_WINDOW_CLOSE, GLUT_ACTION_GLUTMAINLOOP_RETURNS ); 
    std::cout << "Before glutMainLoop()!" << std::endl;
    glutMainLoop();
    std::cout << "Back in main()!" << std::endl;
    return 0;
}