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He married firstly Barbara Deane, of Crumlin, Dublin, daughter of Joseph Deane, Chief Baron of the Irish Exchequer who died young, and secondly in 1737 Anne Stafford of Brownstown, County Meath,.
Sir Edmund Pelham (c.1533 – 1606), a member of the distinguished Pelham family of Laughton, was an Irish judge who held the office of Chief Baron of the Irish Exchequer, and was noteworthy as the first judge to hold assizes in Ulster.
Roger's elder brother Robert was the ancestor of another distinguished judge Robert Rochfort, Chief Baron of the Irish Exchequer under Queen Anne, whose descendants gained the title Earl of Belvedere.