The JIDT toolkitJIDT toolkit which is the successor to the Matlab code in my high level summary linked in the original question, provides transfer entropy estimators for both discrete and continuous data, including various estimators for continuous data (Gaussian, box-kernel, Kraskov).
It can be used to calculate transfer entropy in R; this is carried out via the standard rJava package (R-to-Java interface).
The JIDT wiki pageswiki pages describe how to get start using JIDT in R and provide several code examples.