> I was wondering if you know of a linux editor that is able to run R and
> compile LaTeX files from it.

I assume you already know auctex for emacs.
Well, currently I use emacs+auctex for latex and kate for R. ess
doesn't satisfy me, and I find R processes much slower when launched
within emacs. kate has syntax highlighting for R scripts and I run R
in the built-in terminal on the lower part of the screen. I use the
mouse to copy/paste lines from a script to the R command line. It's
not a keyboard-only solution (kate lacks the facilities that emacs
provides, in this matter), but it works great.

ScionForbai

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