the problem is a little hard to explain; the .Rnw files (below)
probably do a better job, but here goes ...

Sweave doesn't like it when i size a graphical device in a code
chunk using either, e.g.:

        windows(width=20, height=5)

in Windows, or, e.g.

        x11(width=20, height=5)

under X, when i then plot something in said device and try to 
include this graphical output in the resulting document.

Sweave does not object to my writing code chunks in the above
manner, so long as i do not wish to include the code in a LaTeX 
figure environment.

oftentimes i want to do precisely what Sweave doesn't appear
to allow. for example, with time-series data, i want to see a 
wide window on the screen as i code, and then i want to include 
the graphical output in my document the way that i fine tuned 
it on the screen. i don't want to write two pieces of code:
the first, to view output on the sceen; the second, to save
the output to a .pdf file for inclusion in the document.

some example .Rnw files should illustrate my plight.
suggestions on a workaround (i.e. how to do what i describe in 
linux/X) welcome.


% >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> example-windows.Rnw
\documentclass[a4paper]{article}

\begin{document}

\noindent This is an example of what I can do on Windows. Unhappily, I seem to 
be
able to squeeze marginally more out of \texttt{Sweave} \emph{chez\/} Bill Gates
than I can under Linux. Ho, hum.

<<echo=false,results=hide>>=
        # create a simple AR process:
        make.ar.1<- function(alpha=1,n=300) {
                Z<- rnorm(n); 
                Y<- numeric(n); 
                Y[1]<- Z[1]; 
                for (i in 2:n) Y[i]<- alpha*Y[i-1]+Z[i]; 
                return(Y)
        }
@

<<label=ar.1>>=
        # a long AR process is best viewed in a wide window:
        windows(width=20, height=5)
        sp<- make.ar.1(alpha=.5, n=800)
        plot(sp, type="l", col="blue")
        # WISIWIS: What I See Is What I Save ;)
        savePlot("ar",type="pdf")
@
\begin{figure}
\begin{center}
%       imporantly, by saving the plot i have direct control over graphics in 
LaTeX, 
%       and i can fine-tune the the graphics placement as much as i want:
        \includegraphics[width=14.5cm]{./ar.pdf}
\caption{An AR(1) process of length~\protect\Sexpr{length(sp)} 
is best viewed in a wide window.}
\end{center}
\end{figure}


\noindent Had I tried to do the following, \texttt{Sweave} would have blown up!
\begin{verbatim}
        <<label=ar.1>>=
                windows(width=20, height=5)     # <- this is the offending 
command:
                sp<- make.ar.1(alpha=.5, n=800)
                plot(sp, type="l", col="blue")
        @
        \begin{figure}
        \begin{center}
        <<fig=true>>=
        <<ar.1>>
        @
        \caption{An AR(1) process of length~\protect\Sexpr{length(sp)} 
        is best viewed in a wide window.}
        \end{center}
        \end{figure}
\end{verbatim}


\noindent The take-home message is that \texttt{savePlot} saves the day under 
Windows.
As far as I know, there is no equivalent under Linux, or rather, under X.

In Windows, then,
\begin{itemize}
\item I can plot the way I want on the screen;
\item I can save that plot to a file without writing any other code;
\item I can include the saved plot in my \LaTeX\ figure, allowing me to 
        fine-tune with the [EMAIL PROTECTED]@ command.
\end{itemize}
Strike one for the Evil Empire.

\end{document}
% <<<<<<<<<<<<<<<<<<<<<<<<<<<<<< example-windows.Rnw



% >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> example-linux.Rnw
\documentclass[a4paper]{article}

\begin{document}

\noindent This is an example of the hapless state of my \texttt{Sweave}ing 
under Linux. 

<<echo=false,results=hide>>=
        # create a simple AR process:
        make.ar.1<- function(alpha=1,n=300) {
                Z<- rnorm(n); 
                Y<- numeric(n); 
                Y[1]<- Z[1]; 
                for (i in 2:n) Y[i]<- alpha*Y[i-1]+Z[i]; 
                return(Y)
        }
@

\noindent Because of the [EMAIL PROTECTED](width=20, height=5)@ command, 
I can't embed the graphical output that the following piece of code 
produces in my document, although I can view the results on screen:
<<label=first.ar.1>>=
        # a long AR process is best viewed in a wide window:
        x11(width=20, height=5)
        sp<- make.ar.1(alpha=.5, n=800)
        plot(sp, type="l", col="blue")
        # no savePlot ... can't seem to do anything with this plot
        # if i try to include this code in a figure environment then
        # Sweave blows up
        # so i have to stop here :(
@

\noindent Instead, I have to do something like the following, which has the 
unfortunate 
side effects of disallowing me from seeing the graphical output on the screen, 
and,
probably
more importantly, of duplicating the above code:
<<label=ar.1,echo=true>>=
        sp<- make.ar.1(alpha=.5, n=800)
        pdf("ar.pdf", width=20, height=5)
        plot(sp, type="l", col="blue")
        dev.off()
@
\begin{figure}
\begin{center}
%       at least i still retain direct control over graphics in LaTeX; i can 
fine-tune the 
%       the graphics placement as much as i want:
        \includegraphics[width=14.5cm]{./ar.pdf}
\caption{An AR(1) process of length~\protect\Sexpr{length(sp)} 
is best viewed in a wide window.}
\end{center}
\end{figure}

Under X, then,
\begin{itemize}
\item I have to use a device such as \texttt{pdf} and I lose the ability to 
first 
        see the output on screen;
\item I can still save that plot to a file without writing any other code;
\item I can still include the saved plot in my \LaTeX\ figure, allowing me to 
        fine-tune with the [EMAIL PROTECTED]@ command.
\end{itemize}

\end{document}
% <<<<<<<<<<<<<<<<<<<<<<<<<<<<<< example-linux.Rnw

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