The R package knitr is a general-purpose literate programming engine, with lightweight API's designed to give users full control of the output without heavy coding work. It combines many features into one package with slight tweaks motivated from my everyday use of Sweave. See the package homepage for details and examples. See FAQ's for a list of frequently asked questions (including where to ask questions).

You can install the stable version on CRAN:

install.packages('knitr', dependencies = TRUE)

Or download the zip ball or tar ball, decompress and run R CMD INSTALL on it, or use the devtools package to install the development version:

## this package depends on R >= 2.14.1
## you may also need to update your packages: 
## options(repos = c(CRAN = 'http://cran.r-project.org'))
## update.packages()
library(devtools); install_github('knitr', 'yihui')

Note Windows users have to first install Rtools.

While Sweave and related add-on packages like cacheSweave and pgfSweave are fairly good engines for literate programming in R, but I often feel my hands are tied, for example:

• I stared at the source code of Sweave and wished for hundreds of times that if only I could easily insert [width=.8\textwidth] between \includegraphics and {my-plot.pdf} (the official way in Sweave is \setkeys{Gin} but it is setting a global width, which is unrealistic since we often have to set widths individually; yes, you can use \setkeys{Gin} for many times, but why not just provide an option for each chunk?)
• I wished for many times that if only I could use graphics devices other than PDF and postscript; now the dream has come true in the official R, but what I was hoping for was an option as simple as dev = 'png' or dev = 'CairoJPEG'
• I wished multiple plots in a code chunk could be recorded instead of only the last one
• I wished there was a way to round the numbers in \Sexpr{} other than writing expressions like \Sexpr{round(x, 3)} for each single \Sexpr{}
• I wished I did not have to print() plots from ggplot2 and a simple qplot(x, y) would just give me a plot in Sweave
• I wished users would never need instructions on Sweave.sty or run into troubles due to the fact that LaTeX cannot find Sweave.sty
• I wished cacheSweave could print the results of a code chunk even if it was cached
• I wished brew could support graphics
• I wished R2HTML could support R code highlighting
• ...

The package knitr was designed to give the user access to every part of the process of dealing with a literate programming document, so there is no need to hack at any core components if you want more freedom. I have gone through the source code of pgfSweave and cacheSweave for a couple of times, and I often feel uncomfortable with the large amount of code copied from official R, especially when R has a new version released (I will begin to worry if the add-on packages are still up-to-date with the official Sweave).

library(knitr)
?knit
knit(input)

If options are not explicitly specified, knitr will try to guess reasonable default settings. A few manuals are available such as the main manual, the graphics manual, and the themes manual.