  We associate to the p-th R\'enyi entropy a definition of entropy power, which
is the natural extension of Shannon's entropy power and exhibits a nice
behaviour along solutions to the p-nonlinear heat equation in $R^n$. We show
that the R\'enyi entropy power of general probability densities solving such
equations is always a concave function of time, whereas it has a linear
behaviour in correspondence to the Barenblatt source-type solutions. We then
shown that the p-th R\'enyi entropy power of a probability density which solves
the nonlinear diffusion of order p, is a concave function of time. This result
extends Costa's concavity inequality for Shannon's entropy power to R\'enyi
entropies.
