This is a proof-of-concept of how an R Markdown Notebook can be converted into an IPython Notebook. The idea is to allow R users to author reproducible documents in R Markdown, but be able to seamlessly convert into HTML or an IPython Notebook, which allows greater interactivity.
The bulk of the work here is done by notedown, a python module that helps create IPython notebooks from markdown. The approach I have taken here is to convert the RMarkdown file into a Markdown file using a custom knitr script, and then using notedown to render it as an IPython notebook.
If you want to test it out, install the notedown module and run make example.ipynb.
You can view the converted IPython Notebook on nbviewer