Putting this as an answer for visibility: this happens if you try to run by selecting all in the Rmd and pressing enter like you would with a normal R script. RStudio tries to run this all as R code, including the markdown parts, leading to the errors you saw.

You can avoid this by running an individual chunk by clicking the green play button or by selecting one of the run options in the dropdown at the top of the Rmd editor.

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