We do not have a rose plot in RGeoS for the time being. This could be imagined in a future version (give me 5 minutes to program it).
However, let me mention that, if you have already created your Data Base (let's call it DB) and that the variables corresponding to the wind angle and wind speed are located in variables with ranks r1 and r2, you can EXTRACT these variables (on the fly) as vectors from DB by specifying:
DB[,r1] or DB[,r2]
Then these vectors can be used within another package offering the WINDROSE feature.
Hope this will help.