R has this concept of workspaces. A workspace contains the loaded modules as well as the state of all user-defined variables, their values, etc. And a common workflow is that the entire workspace state is persisted in an RData file. It's like you were working in some REPL, but the last state of the REPL is persisted in between your sessions. So it's a different kind of programming, it's more interactive if you don't need to start from scratch every time. That means if something takes a while to compute, it's OK, because you only run it once, not every time you "run the program".