Just a fast note: I came across the R-package "knitr" which enables you to generate PDF files by mixing LaTeX and R code in one document. The result looks very nice and is great to create documentations, manuals and so on. I find knitr much easier to use than the quite popular Sweave (but I guess this has to do with personal preferences). In fact, knitr uses Sweave and expands it.

Also, you can create HTML files using R Markdown documents. Just imagine you write an article or create a website with statistical analyses or programming stuff in R.
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