saveR('FILENAME') saves all workspace variables to the "R-file" named FILENAME.
SAVER('FILENAME', 'X', 'Y', 'Z') saves X, Y, and Z.
saveR can handle scalars, vectors, matrices, and cell arrays of strings. NaN's are saved as NA. Since R cannot handle structures, they will not be saved and a warning will be given.
Useful if you do not wish to load variables directly in R using a COM based interface (using MATLAB R-link #5051) or if you wish to use JAGS (http://sourceforge.net/projects/mcmc-jags), for instance.