include scripts into main file (the LaTeX way)

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.

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