E. Meredith and J.S. Racine, "Towards Reproducible Econometric
Research: The Sweave Framework," Journal of Applied Econometrics, Vol. 24,
No. 2, 2009,  pp. 366-374.

This file explains how to produce the LaTeX article using the Sweave
file as input. The three needed files, which are ASCII files in DOS format,
are zipped in the file mr-files.zip. Unix/Linux users should use "unzip -a".

In order to compile the final document, you must have installed R and
LaTeX on your computer. The required files are SweaveReview.Rnw,
SweaveReview.bib, and astron.sty. The SweaveReview.Rnw file contains
the combined R and LaTeX code, SweaveReview.bib contains the citations
used within the final document, and the astron.sty file is required for
formats used by LaTeX in the compiling of the final document.

In addition to an installation of the basic R package, the Ecdat and
xtable packages are needed. To install these packages, use the R
commands

  install.packages("Ecdat") 

and

  install.packages("xtable")

Once these packages are installed Sweave can be used to generate a
.tex file for use with LaTeX, or the R code can be extracted from the
.Rnw file generating a .R file for use with R itself.

To extract the R code from the .Rnw file, use the R command

  Stangle("SweaveReview.Rnw")

This will generate a file named SweaveReview.R in which all the separate
R code chunks are contained.

To generate a file which may be used with LaTeX to compile the final
document, use the R command

  Sweave("SweaveReview.Rnw")

This will generate a file named SweaveReview.tex which may then be
compiled with LaTeX and BibTeX to produce the final document.