Sweave and pgfSweave in LyX 2.0.x (experimental)
Please ignore this post completely, because Sweave support has become mature in LyX since 2.0.2, and I no longer plan to add the pgfSweave module in LyX. For pgfSweave users, you may consider the new knitr module (available since 2.0.3) which uses the R package knitr.
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