\documentclass{article}
\usepackage{hyperref}
\newcommand{\R}{\textsf{R}}
\SweaveOpts{eps=FALSE}
\begin{document}

% Control width of code chunks
<<echo=FALSE>>=
options(width=60)

@ 
% Make the example plot nice and big
\setkeys{Gin}{width=\textwidth}

\section*{Computer Modern fonts in Lattice plots in Sweave documents}

This document describes (and demonstrates) the steps that are necessary to 
produce an Sweave document that includes code chunks that create 
lattice plots that use Computer Modern fonts.

A complete understanding can be gained by reading the processed
PDF file \texttt{cmTutorial.pdf} 
\emph{and} the \texttt{cmTutorial.Rnw} ``source'' file.

\begin{enumerate}
\item
Download a set of Computer Modern fonts with non-\TeX{} encodings.
This document uses the cm-lgc \LaTeX{} package by 
Alexej Kryukov.\footnote{\url{http://www.ctan.org/tex-archive/help/Catalogue/entries/cm-lgc.html}}

This tutorial assumes that the \texttt{cm-lgc} directory (and its
sub-directories) have been placed in the same directory as the
main Sweave document.  It is more efficient and proper to install
them somewhere central, but such issues are beyond the scope of
this tutorial.

\item
If you are going to use \R{}'s ``mathematical annotation'' features
(see \texttt{?plotmath}), then you should also download the special
cmsyase font.\footnote{\url{http://www.stat.auckland.ac.nz/~paul/R/CM/CMR.html}}

It is assumed that the files \texttt{cmsyase.afm} and 
\texttt{cmsyase.pfb} are stored in the same directory as the
main Sweave document.

\item 
Within the Sweave document, 
the Computer Modern fonts need to be registered with the PDF 
and PostScript font databases.

<<cmFonts>>=
CM <- Type1Font("CM", 
                c(file.path("cm-lgc", "fonts", "afm",
                            "public", "cm-lgc",
                            c("fcmr8a.afm", "fcmb8a.afm",
                              "fcmri8a.afm", "fcmbi8a.afm")),
                  "./cmsyase.afm"))
pdfFonts(CM=CM)
postscriptFonts(CM=CM)

@ 

\item
Set the Computer Modern fonts as the default font family.

<<psOptions>>=
ps.options(family="CM")

@ 

\item
Draw a pretty picture.\footnote{Because this is a lattice plot, I
use one chunk to show the code and another chunk, which reuses the
first chunk, to produce
the plot.  See the ``source'' file \texttt{cmTutorial.Rnw}.}

<<latticeCode, eval=FALSE>>=
histogram( ~ height | voice.part, data = singer, nint = 17,
          endpoints = c(59.5, 76.5), layout = c(2,4), aspect = 1,
          xlab = "Height (inches)")

<<latticeShow, echo=FALSE, fig=TRUE, height=8>>=
print(
<<latticeCode>>
)

@

\item 
Embed the Computer Modern font(s) in the graphics file
so that the final document can be viewed/printed anywhere.
Requires knowledge of the naming scheme used by Sweave for
graphics files.

<<embedFonts>>=
embedFonts("cmTutorial-latticeShow.pdf",
           fontpaths=c(file.path("cm-lgc", "fonts", "type1",
             "public", "cm-lgc"), "."))

@ 
\end{enumerate}

\end{document}