The observations of the Kepler Space Telescope revealed that fundamental-mode RR Lyrae stars may show various radial overtones. The presence of multiple radial modes may allow us to conduct nonlinear asteroseismology: comparison of mode amplitudes and frequency shifts between observations and models. Here we report the detection of three radial modes in the star RR Lyr, the eponym of the class, using the Kepler short cadence data: besides the fundamental mode, both the first and the ninth overtones can be derived from the data set. RR Lyrae shows period doubling, but switches occasionally to a state where a pattern of six pulsation cycles repeats instead of two. We found hydrodynamic models that show the same three modes and the period-six state, allowing for comparison with the observations.