"Anyway, I'll have to be going now."
The function of anyway is to signal a change in the direction of the conversation, in this case to finish it, so anyway is a discourse marker here. They can be used to focus, clarify, contrast, change the subject, show agreement or disagreement, etc.
See Also: Discourse Analysis
Browse the following links to other content related to the term 'Discourse Marker' from the 'Discourse' grammar category: