When I create codeblocks with 'rsplus' syntax, the highlighter seems to correctly identify function names and create links. However, it is linking to a set of documentation pages (http://astrostatistics.psu.edu/su07/R/html/stats/html/) that no longer exist. Ideally it would link to CRAN help pages, but if creating those links automatically is difficult
http://www.math.montana.edu/Rweb/Rhelp/00Index.html seems pretty good.