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No there is no easy conversion. Some will translate nearly exactly, some will translate only with great pain and suffering. At least you'll be using R though! Start here to work out analogous functions and syntax:
http://cran.r-project.org/doc/contrib/R-and-octave.txt
http://cran.r-project.org/doc/contrib/Hiebeler-matlabR.pdf
When you get stuck please ask specific questions here. This is really too vague as it stands, though those reference cards will help with getting started.