Change the caption title of a figure in markdown

Following the example from this question, you can define your own tex file where you can change figure caption defaults.

header.tex:

\usepackage{caption}
\captionsetup[figure]{name=Abbildung}

This is the main .Rmd file:

---
title: "Untitled"
author: "me"
date: '`r format(Sys.time(), "%d %B, %Y")`'
output: 
  pdf_document:
    includes:
      in_header: header.tex
---


```{r iris, fig.cap='Iris sepal lengths'}
hist(iris$Sepal.Length)
```

If you are writing in any language other than English, you can change the language options of the outputted pdf with the lang YAML option. This will override all the captions, labels, table of contents etc.

---
output: pdf_document
lang: de
---

```{r iris, fig.cap='Iris sepal lengths'}
hist(iris$Sepal.Length)
```

Other language options include fr (French), it (Italian) etc. See http://pandoc.org/MANUAL.html#language-variables for more details.