August, 2018 update: This answer was written before the advent of bookdown, which is a more powerful approach to writing Rmarkdown based books. Check out the minimal bookdown example in @Mikey-Harper’s answer!
When I want to break a large report into separate Rmd, I usually create a parent Rmd and include the chapters as children. This approach is easy for new users to understand, and if you include a table of contents (toc), it is easy to navigate between chapters.
report.Rmd
---
title: My Report
output:
pdf_document:
toc: yes
---
```{r child = 'chapter1.Rmd'}
```
```{r child = 'chapter2.Rmd'}
```
chapter1.Rmd
# Chapter 1
This is chapter 1.
```{r}
1
```
chapter2.Rmd
# Chapter 2
This is chapter 2.
```{r}
2
```
Build
rmarkdown::render('report.Rmd')
Which produces:
And if you want a quick way to create the chunks for your child documents:
rmd <- list.files(pattern = '*.Rmd', recursive = T)
chunks <- paste0("```{r child = '", rmd, "'}\n```\n")
cat(chunks, sep = '\n')
# ```{r child = 'chapter1.Rmd'}
# ```
#
# ```{r child = 'chapter2.Rmd'}
# ```