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I have added support for caching to Sweave.sh script as implemented in cacheSweave R package written by Roger D. Peng. Now, one can set caching on for chunks that are time consuming (data import, some calculations, …) and the Sweaving process will reuse the cached objects each time they are needed. Read the details about the cacheSweave package in the package vignette. Option –cache for Sweave.sh script should also be easy to understand. However, here is a minimalist example:
\documentclass{article}
\usepackage{Sweave}
\begin{document}

<<setup>>=
n <- 10
s <- 15
@

Let us first simulate \Sexpr{n} values from a normal distribution and add a \Sexpr{s} sec pause to show the effect of caching.

<<simulate, cache=true>>=
x <- rnorm(n)
Sys.sleep(s)
@

Now print the values:

<<print, results=verbatim>>=
print(x)
@

\end{document}
Now, one can run the following command:
Sweave.sh –cache test.Rnw
and the output on the command line is:
Run Sweave and postprocess with LaTeX directly from the command line
- cache mode via cacheSweave R package

R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(package='cacheSweave'); Sweave(file='test.Rnw', driver=cacheSweaveDriver);
filehash: Simple key-value database (2.0 2008-08-03)
A Set of Tools for Administering SHared Repositories (0.3-2 2008-04-30)
Writing to file test.tex
Processing code chunks ...
1 : echo term verbatim (label=setup)
2 : echo term verbatim (label=simulate)
3 : echo term verbatim (label=print)

You can now run LaTeX on 'test.tex'

When you repeat the Sweaving process, which you more or less always do, there is no need to wait for 15 second since cacheSweave package takes the x object from the cache! Excellent job Roger!