I've now got everything to work properly on my Mac OS X 10.6 machine so that I can create decent looking LaTeX documents with Sweave that include snippets of R code, output, and LaTeX formatting together. Unfortunately, I feel like my work-flow is a bit clunky and inefficient:

1. Using TextWrangler, I write LaTeX code and R code (surrounded by <<>>= above and @ below R code chunk) together in one .Rnw file.

2. After saving changes, I call the .Rnw file from R using the Sweave command

   Sweave(file="/Users/mymachine/Documents/Assign4.Rnw", 
           syntax="SweaveSyntaxNoweb")
   

   In response, R outputs the following message:

   You can now run LaTeX on 'Assign4.tex'

   So then I find the .tex file (Assign4.tex) in the R directory and copy it over to the folder in my documents ~/Documents/ where the .Rnw file is sitting (to keep everything in one place).

3. Then I open the .tex file (e.g. Assign4.tex) in TeXShop and compile it there into pdf format. It is only at this point that I get to see any changes I have made to the document and see if it 'looks nice'.

Is there a way that I can compile everything with one button click? Specifically it would be nice to either call Sweave / R directly from TextWrangler or TeXShop. I suspect it might be possible to code a script in Terminal to do it, but I have no experience with Terminal.

Please let me know if there's any other things I can do to streamline or improve my work flow.