Super-simple encryption of short strings I want to anonymise the initials of experiment participants by giving each a pseudonymic set of initials, by encrypting their true initials. Their initials are only two or three letters in length. 

These are data from individual human experiment participants that I publish online and in scientific journals. The convention (from a more innocent time) is to inset each participant's initials in a graph of their data. Using Github I will publish all the code and anonymised data, excepting the key (more background: https://plus.google.com/+AlexHolcombe/posts/1sNgTnnAtYz). Symmetric encryption seems fine.

Is there a suitable algorithm simple enough to quickly implement in the R statistical language?  I came across the Vignere cipher, which seems to be exactly what I need, but I know almost nothing about cryptography so perhaps that is naive.
http://www.counton.org/explorer/codebreaking/vigenere-cipher.php
It seems you want some sort of anonymization, and you already jump to a conclusion with encrypting symbols. Maybe you should step away of that for a moment, and ask yourself what your actual goal is.


Encryption is useful, if you want to be able to reverse that process. If you don't hashing is a better choice in general.
Your set is small enough that you can just create a lookup table on the fly with a random number generator of your choice, as fgrieu already pointed out.


Instead of focusing on how to anonymize the initials, you might want to have a closer look on the anonymization of the actual data, if there is more than a single measurement for each participant. Aggregation of data can reveal information, that you wouldn't have imagined before. Simple pseudonymization might only work for those with common features and expose those with rare combinations. E.g. gender + age in a group with mostly men will give some anonymity to the men, while women of a certain ag can be identified much easier.

In general, I would say it is a bad idea to publish the raw data from any experiment with real people, and don't rely on pseudonyms as anonymization. Only publish the final aggregated data, which shows what you want to state.