I have a bunch of R scripts which I am running on a Windows machine and want to ensure that the code remains unread by those not intended to see it. On a Linux box, I could
This is not a specifically R-oriented strategy. (And it's a bit unclear what your constraints or goals really are anyway.) If you want a cross-platform encryption method, you should look into the open-source program TrueCrypt. It supports creating encrypted files that can be mounted as volumes on any machine that supports the volume formatting method. I have tested this across the Mac PC divide , since the Mac can read FAT files, but have no experience with how it might work across the Linux-PC chasm.
(Their TODO list for Windows includes;"Command line options for volume creation (already implemented in Linux and Mac OS X versions)". So I don't see any clear way to use this from within R without you running the program from the OS.)