Sweave

http://www.statistik.uni-muenchen.de/~leisch/Sweave/

This is a nice and easy to adopt tool to reproduce a report, for example.  For a Linux, R, LaTeX, and Emacs user, there is almost nothing more to learn to start to weave documents.  But even without Emacs, the document can still be edited by any text editor.  The outputs can be in format of PDF, html, or OpenOffice.  The latter can potentially be converted to M$ Word document.

To weave with command lines:
 1. Edit a .Rnw plain text file, e.g., test.Rnw
 2. $ R CMD Sweave test.Rnw
 3. if the syntax is right, a PDF file will be produced.

One has to know a little bit of noweb.  This is explained in 15 lines in the manual, which is found in the above web site.

This package is part of R base distribution.  I happened to know it when I install a Windows version on my laptop.  It appeared in the help manual.