To be able to edit R Sweave files in Sublime and render them to pdf’s with one click you can do the following.

1. Create a batch file

This run-sweave.bat file will take your Snw file as an argument and output a pdf to the same directory. It will also call Adobe Reader to preview the pdf, don’t forget to change the last part to your actual Adobe Reader path.

@echo off
set filename=%1
set name=%filename:~0,-4%
R CMD Sweave --encoding="utf-8" %name%.Snw
pdflatex %name%.tex
"C:\Program Files (x86)\Adobe\Reader 11.0\Reader\AcroRd32.exe" %name%.pdf

2. Link this batch file in a build system

Create a new build system in Sublime with a simple config:

  "cmd": ["C:/run-sweave.bat", "$file"]

The location of the file, of course, should be altered as well.