How to save all console output to file in R?

You have to sink "output" and "message" separately (the sink function only looks at the first element of type)

Now if you want the input to be logged too, then put it in a script:

script.R

1:5 + 1:3   # prints and gives a warning
stop("foo") # an error

And at the prompt:

con <- file("test.log")
sink(con, append=TRUE)
sink(con, append=TRUE, type="message")

# This will echo all input and not truncate 150+ character lines...
source("script.R", echo=TRUE, max.deparse.length=10000)

# Restore output to console
sink() 
sink(type="message")

# And look at the log...
cat(readLines("test.log"), sep="\n")

If you have access to a command line, you might prefer running your script from the command line with R CMD BATCH.

== begin contents of script.R ==

a <- "a"
a
How come I do not see this in log

== end contents of script.R ==

At the command prompt ("$" in many un*x variants, "C:>" in windows), run

$ R CMD BATCH script.R &

The trailing "&" is optional and runs the command in the background. The default name of the log file has "out" appended to the extension, i.e., script.Rout

== begin contents of script.Rout ==

R version 3.1.0 (2014-04-10) -- "Spring Dance"
Copyright (C) 2014 The R Foundation for Statistical Computing
Platform: i686-pc-linux-gnu (32-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

  Natural language support but running in an English locale

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

[Previously saved workspace restored]

> a <- "a"
> a
[1] "a"
> How come I do not see this in log
Error: unexpected symbol in "How come"
Execution halted

== end contents of script.Rout ==