[R] how to use a script file for all the codes?

[Jiacheng Yuan]

Hi there,

I am using the windows version R1.9.0.
I used to be a Splus user. When I used Splus to try some computation, I like 
to put all my codes in a script file and check them line by line. This way I 
can keep track of all my thinking and it's very easy to make correction at 
some earlier steps.

Now I can not find this script-file style in R. The software itself doesn't 
seem to have a script file editor. I can only use other editor software 
(e.g., notepad) to write a ".R" file, and then "source" it in R. It's not 
convenient to debug in this way.

Any one can help me?
Thank you very much!

Jia