In Ubuntu, suppose in /home/folder1 I have test.Rnw. To generate a pdf I will go (assuming this directory is my getwd) within my R console:
Sweave(test.Rnw)
texi2pdf(test.tex)
Following this there will be unneeded junk of the form test.aux, test.log, test.out, test.toc. Is there something I Sweave that can get rid of this automatically?