To start sending all output to a file, do this:
sink("path/to/filename") # Direct all output to file
print("Hi there") # Will be printed to file
sink() # Turn off buffing to file
Related to this I recently had to use:
flush.console()
This forces your console to print out any buffered content. Doing this will cost time, but if you are running a very long script and wonder if it is still alive, you might do something like this:
for(i in 10000:20000) {
# Find the i'th prime number
# Are we still alive?
cat("."); flush.console()
}