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HTML help -- as a single document for the entire package

My somewhat different understanding may simply be a reflection of a different operating system (given my inferior knowledge of the R ecosystems to that of Duncan). I run R in the R.app GUI on a Mac and the Help menu dropdown choice brings up links (in browser form) to local versions of the documents that I thought were  shipped with every new installation. Assuming your request is for an html version of "Writing R Extensions", then I get one with:

http://127.0.0.1:15834/doc/manual/R-exts.html