AFAIK, no. To be more precise, I don't know of a single R package that would do part of what is called Exploratory Data Analysis (EDA) for you through a single function call -- I'm thinking of the re-expression and revelation aspects discussed in Hoaglin, Mosteller and Tukey, Understanding Robust and Exploratory Data Analysis. Wiley-Interscience, 1983, in particular.
However, there exist some nifty alternatives in R, especially regarding interactive exploration of data (Look here for interesting discussion: When is interactive data visualization useful to use?). I can think of
- iplots, or its successor Acinonyx, for interactive visualization (allowing for brushing, linked plots, and the like) (Some of these functionalities can be found in the latticist package; finally, rgl is great for 3D interactive visualization.)
- ggobi for interactive and dynamic displays, including data reduction (Multidimensional scaling) and Projection Pursuit
This is only for interactive data exploration, but I would say this is the essence of EDA. Anyway, the above techniques might help when exploring bivariate or higher-order relationships between numerical variables. For categorical data, the vcd package is a good option (visualization and summary tables). Then, I would say than the vegan and ade4 packages come first for exploring relationships between variables of mixed data types.
Finally, what about data mining in R? (Try this keyword on Rseek)