I use a number of mathematical scripting languages in my line of work and geany has become my editor of choice. The built-in support for R is great, even if the tag parser only picks up functions (this is R's "fault" mostly for having multiple assignment operators)
Another language I use, though, is Sage [1]. Sage is, in essence, a huge number of open source mathematical libraries linked with a bunch of custom code to make them all interact intuitively all built on the python interpreter. While adding .sage to the python extensions worked for a while, I wanted to have run, compile, and context commands for sage as well as the builtin functions highlighted, and I wrote a filetypes definition. If anyone else uses sage, this should do the trick for highlighting, running, and compiling (AKA conversion to python code). The context command pulls up Sage's help documentation.
Also attached is a geanydoc.conf with two entries: one for Sage, and one for R. Both pull the builtin help documentation to a buffered tab.
Any interest in this?
[1] http://www.sagemath.org/index.html