(This article was first published on Gregor Gorjanc, and kindly contributed to R-bloggers)
When you write a large structured document using LaTeX, it is wise to use \input{} and/or \include{} commands (see here for a nice description). However, you can not "fully" use these two commands with Sweave documents. You can use them, but when you weave the master file, the \input{} and \include{} files are not weaved! The author of Sweave instead implemented the \SweaveInput{} command. If you still want to use \input{} and/or \include{}, then you can take the following approach.
Say we have a master file file0.Rnw, which includes file1.Rnw and file2.Rnw. Then you need first to run Sweave on file1.Rnw and file2.Rnw and at the end on file0.Rnw. Warning! - there can be no interaction between files, which basically means that you can use this approach only if each file represents a complete analysis. This might be a suitable Makefile in such cases:
If master file is a pure LaTeX file, you can change the all target to:all: sweave # Compile the whole document
Sweave.sh --latex2pdf file0.Rnw
sweave: # Sweave individual files
Sweave.sh file1.Rnw file2.Rnw
all: sweave # Compile the whole document
Sweave.sh --noweave --latex2pdf file0.tex
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