See also RMarkdown. It also has very good support for TeX equations, plus inline R code, and it uses Pandoc behind the scenes to handle multiple ouput formats (

See also RMarkdown. It also has very good support for TeX equations, plus inline R code, and it uses Pandoc behind the scenes to handle multiple ouput formats (even .docx!) as well as bibliography. The big caveat for now is poor support for internal cross-references.