I pushed highlight 0.2-5 on CRAN. This release improves the latex renderer and the sweave driver so that multiple lines character strings are properly rendered.
This example vignette shows it:
\documentclass{report}
\begin{document}
<<echo=FALSE,results=hide>>=
old.op <- options( prompt = " ", continue = " " )
@
<<>>=
require( inline )
require( Rcpp )
convolve <- cxxfunction(
...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).