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I really like RStudio's code sections because they help me keep my code organized and makes navigation very easy. So, the code/comment line for code sections look like this (the key for RStudio to recognize the code section is that the comment should end with four or more #, - or =).

# Section One ---------------------------------

# Section Two =================================

### Section Three #############################

Now, I also find very useful "Compiling Notebooks from R Scripts" because you can produce reports directly from your script (which I find much more comfortable working with) without having to write an RMarkdown document. You simply have to use roxygen2-style comments (using #' as prefix) and they will be converted to markdown and/or use #+ or #- prefixes to control RMarkdown chunk options.

Now, I want the best of both worlds but I cannot find a way to get it. I want to have code sections (recognizable for RStudio) in the report (with the proper markdown for headings #, but without the extra #### at the end of the line). Seems like an impossible task to me. If I use #' prefix, I get the section in the report but RStudio does not recognize it as a code section. If I do not use roxygen2-style comments, RStudio recognizes the code section but it does not appear in the report (ok, it appears but as an ugly comment in the formatted code). The best solution I have found so far is to use the #+ prefix and simulate a code chunk label. That way I can get RStudio to recognize it as a code section, and it does not appear in the report as an ugly comment.

Any ideas on how to do this better?

Hernando Casas
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    I don't have a better approach than what you found, i.e. use `#+ label, options ---------------` as section headers in the R script. – Yihui Xie May 25 '15 at 19:40

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