The Tufte style provides the first and second-level headings (that is, # and ##), demonstrated in the next section. You may get unexpected output (and even errors) if you try to use ### and smaller headings.
In his later books,6, Tufte starts each section with a bit of vertical space, a non-indented paragraph, and sets the first few words of the sentence in small caps. To accomplish this using this style, call the newthought() function in tufte in an inline R expression r . Note that you should not assume tufte has been attached to your R session. You should either use library(tufte) in your R Markdown document before you call newthought(), or use tufte::newthought().