The break and continue statements are simply keywords. Usage of break and continue is only allowed within while-statements or for-statements. break will cause execution of the current loop to terminate. continue will cause the next iteration of the current loop to begin.
> for ( i in 1:100 ) { if (i == 3) { break } } i i = 3 > for ( i in 1:4 ) { if (i == 2) { continue } i } i = 1 i = 3 i = 4
Although they will not be explicitly discussed - there are more examples of flow-control statement usage throughout the remainder of the primer.