diff -r 0b5a5b60fd2c pygments/lexers/math.py
--- a/pygments/lexers/math.py	Wed Sep 16 21:36:37 2009 +0200
+++ b/pygments/lexers/math.py	Fri Sep 25 09:51:55 2009 +0100
@@ -22,7 +22,7 @@
 from pygments.lexers.agile import PythonLexer
 
 __all__ = ['MuPADLexer', 'MatlabLexer', 'MatlabSessionLexer', 'NumPyLexer',
-           'SLexer']
+           'RConsoleLexer', 'SLexer']
 
 
 class MuPADLexer(RegexLexer):
@@ -340,6 +340,52 @@
                 yield index, token, value
 
 
+ 
+class RConsoleLexer(Lexer):
+    """
+    For R console transcripts or R CMD BATCH output files.
+    """
+
+    name = 'RConsole'
+    aliases = ['rconsole', 'rout']
+    filenames = ['*.Rout']
+
+    def get_tokens_unprocessed(self, text):
+        slexer = SLexer(**self.options)
+
+        current_code_block = ''
+        insertions = []
+
+        for match in line_re.finditer(text):
+            line = match.group()
+            if line.startswith('>') or line.startswith('+'):
+                # Colorize the prompt as such,
+                # then put rest of line into current_code_block
+                insertions.append((len(current_code_block),
+                        [(0, Generic.Prompt, line[:2])]))
+                current_code_block += line[2:]
+            else:
+                # We have reached a non-prompt line!
+                # If we have stored prompt lines, need to process them first.
+                if current_code_block:
+                    # Weave together the prompts and highlit code.
+                    for item in do_insertions(insertions,
+                            slexer.get_tokens_unprocessed(current_code_block)):
+                        yield item
+                    # Reset vars for next code block.
+                    current_code_block = ''
+                    insertions = []
+                # Now process the actual line itself, this is output from R.
+                yield match.start(), Generic.Output, line
+
+        # If we happen to end on a code block with nothing after it, need to process
+        # the last code block. This is neither elegant nor DRY so should be changed.
+        if current_code_block:
+            for item in do_insertions(insertions,
+                    slexer.get_tokens_unprocessed(current_code_block)):
+                    yield item
+
+
 class SLexer(RegexLexer):
     """
     For S, S-plus, and R source code.