R and LaTeX PDF graphics

When writing a document in LaTeX that makes use of figures from R, I want to produce a PDF with

  • vector graphics,
  • consistent fonts,
  • not to mess around overlaying text in LaTeX,

and maybe typeset math in the R graphics. This post surveys the state of the art in how to achieve the best of all worlds when importing graphics generated by R into documents typeset to PDF with LaTeX. I look at postscript and PDF figures generated by R’s X11, Cairo, and finally the new (and awesome) TikZ devices.

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