There are cool things happening around compiling markdown to LaTex. Especially funky things happen when you mix in R as well. Taking the strong sides of all three would be lovely.
Got any good examples? I'm looking for pretty much the same thing (not necessarily involving R, but definitely something that'll let me convert Markdown to LaTeX with relative ease).
Typora was posted on here a few weeks ago. It has a LaTeX export option, but I haven't tried it yet since it also just exports directly to PDF/HTML.
I can recommended pandoc
Have a look at pandoc. pandoc is a swiss-army knife for converting a markup format to another. It does for sure MD -> latex