pgfSweave provides a number of improvements to the speed and quality of Sweave output including: (1) capabilities for 'caching' graphics generated with Sweave on top of the caching mechanisms provided by cacheSweave, (2) an interface to the tikzDevice package which provides graphics with consistent font style, sizing and quality as the main document and (3) Automatic highlighting of echo'd source code via the highlight package. pgfSweave provides a new driver for Sweave (pgfSweaveDriver) with new chunk options tikz, external, sanitize and highlight on top of the cache option provided by cacheSweave.
Main development of pgfSweave takes place on the Github site https://github.com/cameronbracken/pgfSweave. Precompiled packages can be found on the R-Forge site, http://r-forge.r-project.org/projects/pgfsweave/
Please read the package vignette
inst/doc/pgfSweave.pdf for more information on installation and usage.
Also see http://code.cjb.net/pgfSweave.html for a great example.