include scripts into main file (the LaTeX way)

This is hardly original to LaTeX (in fact even TeX has a way), and most 
programming languages have such a mechanism (e.g. #include in C).

R's nearest equivalent is source(), but that does not have a mechanism 
like TEXINPUTS to search for files (but then neither does MikTeX).  I 
believe I have seen a search implementation for source(), but R's package 
mechanism makes it much less necessary.

Dear R-people,

I want to use an idea from LaTeX in the work flow with R.
It is possible in LaTeX to have a main file from which other files are called 
(ie included).
So for example if you have book, the main index file would call each chapter 
separately.

Whereas in R you have functions and packages to encapsulate useful pieces 
of code.

Is there something comparable in R that follows the above 'include' idea from 
LaTeX?
A main file that calls parts of an analysis or data preparation separately.

Thanks!
Michael

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595