Statistics, R, Graphics and Fun

I‘d like to thank Prof Michael Friendly for telling me this: just create a hyperlink to the file with the run protocol and then you can open a file directly from the hyperlink. For example, in LaTeX with hyperref package, you may use \href{run:path/to/some.file}{some link} to open this some.file in your PDF. This is a useful hack that I have been looking for over a long time.