HTML 5 Websockets for RFork the source from: http://github.com/bwlewis/R-Websockets.
And of course the R package is available from: CRAN.
The vignette documentation is here: websockets.pdf.
Here are three short videos that discuss the package and show a few examples produced by decent programmer but crummy video editor, Bryan Lewis:
Part 1: Introduction to websockets
Part 3: An example from Performance Analytics
The scripts used by the vides are here: