In the spirit of DenverCoder9, here’s a gotcha for those of you using Sweave in conjunction with a the MinionPro package for LaTeX. If you’re writing an .Rnw file, you may find it breaks your nicely-formatted PDF pipeline—e.g. of the sort that you can find here. Instead of rendering in Minion Pro or what have you, everything degrades to Computer Modern instead. Although you will tear your hair out for a while wondering what bit of LaTeX’s notoriously fragile and unfriendly font setup has accidentlly broken, the reason for your trouble is in fact that the Sweave.sty file that you’re using in your .Rnw file itself calls an outmoded style file, the ‘ae’ package. Change the \setboolean{Sweave@ae}{true} declaration to false instead, and your problem will disappear.

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\NeedsTeXFormat{LaTeX2e}
\ProvidesPackage{Sweave}{}

\RequirePackage{ifthen}
\newboolean{Sweave@gin}
\setboolean{Sweave@gin}{true}
\newboolean{Sweave@ae}
\setboolean{Sweave@ae}{false} %% Set this boolean to false to prevent the outmoded ae package being loaded by default below (kjh)

I ran into this problem on my desktop machine last year and evidently solved it (given the note I left to myself in the Sweave file), but of course I forgot and wasted some time today with the same issue on my laptop. Chances are the next time it happens, I will google the problem and find this solution. So, hello, future self, I hope you are well.