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SAS

As long as SAS is not in your PATH variable, you need to specify its full path with the engine.path option, e.g.

data _null_;
put 'Hello, world!';
run;

I do not have SAS installed on my system so I did not really run the code above (eval=FALSE).

I'm not familiar with SAS either; please feel free to improve the sas engine in knitr.