You will need to use an iframe. For example, adding a video with a mark to the main RMD template:
--- title: "iframe" author: "Example" date: "22 July 2016" output: html_document --- ```{r setup, include=FALSE} knitr::opts_chunk$set(echo = TRUE) ```
Please note that the video will not be displayed in the preview window, but will be displayed in a browser connected to the Internet.
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