The workflow for building a LaTeX-based report is very similar to creating Markdown or HTML reports, but of course you need to know how to work with LaTeX. Create a new .Rnw file through File | New | R Sweave. RStudio will open a LaTeX template in the article document format. Code chunks are delimited by the <<>>=@ syntax (see the Code chunks section for options) and you can compile the .Rnw file to pdf via File | Compile pdf, by clicking on the PDF menu button on the file editor tab, or by hitting Ctrl + Shift + I. Inline R code should be enclosed in the \Sexp{} command. Here's a minimal example of a .Rnw file and its result:
\documentclass{article}
\begin{document}
One plus one according to \texttt{R}:
<<>>=
1+1
@
\end{document}This results in the following pdf file:
The extensive example given in the section on Markdown is also available in a LaTeX version from the github repository, go to https://github.com/rstudiobook/abalone.git.