I had the same problem! So, as I'm a linux user, I prefer use linux
terminal. On terminal I type this to compile

R CMD Sweave --encoding=utf-8 myfile.Rnw

and the compilation is successful. Try to set the encoding option in
Sweave().

Bests.
Walmes.

==========================================================================
Walmes Marques Zeviani
LEG (Laboratório de Estatística e Geoinformação, 25.450418 S, 49.231759 W)
Departamento de Estatística - Universidade Federal do Paraná
fone: (+55) 41 3361 3573
VoIP: (3361 3600) 1053 1173
e-mail: walmes@ufpr.br
twitter: @walmeszeviani
homepage: http://www.leg.ufpr.br/~walmes
linux user number: 531218
==========================================================================

	[[alternative HTML version deleted]]

