Right, assuming you're using StatEt within Eclipse, then make sure you've done the following;
- Configured Statet under Window >
Preferences ? StatEt, and setup
things like your R environment.
- Configure TexClipse under Window >
Preferences > Texclipse, and tell it
where your latex commands live (I'm
on Windows, so this was c:\program
files\miktex\miktex\
- Make sure RJava
is installed within your R
environment
- Setup the R build
configuration, goto Run > Run
Configurations, click the New icon
and enter things like the R
environment, the working directory
and any parameter's you want.
- Setup the Sweave command, goto Run >
External Tools > Externals Tool
Configurations, click the new icon
under Sweave and I think I left
everything default, to run sweave in
the R console and run pdflatex
Then create an eclipse project, and within that project create a new Sweave document, StatEt should give you a skeleton template that will succesfully build, so then open the R console (either from the icon or via Run > Run As), then with your Sweave skeleton document tab selected, run Sweave (either via the icon, or via Run > External Tools > Whatever you called it)
You should then see the R bits occur in the R console, then the latex'y bits happening in the background and a little progress bar at the bottom of the window. Eventually it will finish and a new (blank) PDF will pop up.
Voila !
I'd also recomend this guide and this one