Julia,

While not a direct answer to your question, you may find the
pgfSweave driver/package to be interesting.

http://cran.r-project.org/web/packages/pgfSweave/

Among other things, it uses the tikzDevice package for figures, which
will cause the labels and text to use the same font as in your
LaTeX document.

--Erik

Julia Jacobson wrote:
Hello R users,

Using R, Sweave and the cmsyase.afm font it is possible to write LaTeX documents including R figures with text in the Computer Modern Fonts:

\documentclass{article}
\usepackage{Sweave}
\begin{document}
<<echo = false, results = hide>>=
CM <- Type1Font("CM",
       c(file.path("C:/texlive/2009/texmf-dist/fonts/afm/public/cm-lgc",
       c("fcmr8a.afm", "fcmb8a.afm", "fcmri8a.afm", "fcmbi8a.afm")),
       "./cmsyase.afm"))
pdfFonts(CM = CM)
postscriptFonts(CM = CM)
pdf.options(family = "CM", pointsize = 11)
ps.options(family = "CM", pointsize = 11)
@
<<fig = true, echo = false, include = true>>=
x <- c(1,2,3)
y <- c(1,2,1)
plot(y~x, xlab = "1 - 3 units")  # The "-" sign here is
@                                # missing in the PDF file!
\end{document}

First of all, Sweave doesn't seem to hand on the width of the "-" sign on to LaTex, like the warning is indicating. Moreover, the font of the text in the graphics looks different from the Computer Modern fonts LaTeX is using.

Thanks in advance for your answers,
Julia

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