A convicted sex offender and Iraq war veteran wanted in the shooting deaths of his ex-girlfriend and her pregnant sister in Michigan has been found dead in West Virginia, police said Wednesday.

The U.S. Marshals Service, following up on a lead, discovered the body of Thomas Fritz in a remote cabin in Tyler County, W.Va., on Tuesday night, Michigan State Police Lt. Sean Furlong told The Associated Press. Furlong said he did not have any details on how Fritz died.

Authorities, who had been trying to track down Fritz since Friday's shootings, had urged caution, saying the former military police specialist was armed and dangerous.

Fritz, 38, was charged with killing his 33-year-old ex-girlfriend, Amy Merrill, in a house they shared in Blissfield, a village on the edge of southern Michigan's scenic Irish Hills region. He also is accused of killing the woman's younger sister, 24-year-old Lisa Gritzmaker, who was eight months' pregnant, and shooting and wounding their 52-year-old mother, Robin Lynn McCowan.