Generating LaTeX output from R data frame

I often use the latex and describe functions from the Hmisc package, which allow a lot of fine-tuning.

library(Hmisc)
d <- data.frame(a=LETTERS[1:5], x=rnorm(5))
latex(d, file="")            # If you want all the data
latex(describe(d), file="")  # If you just want a summary

The xtable package has some examples of how to generate tables - see vignette. When you're writing a chunk, make sure you set the chunk to <<results=tex>>. See Sweave example, for instance, this.

This is how I would output a data.frame.

<<results=tex>>
    xtable(my.data.frame)
@

And the raw result would looks something like this:

> xtable(my.data.frame)
% latex table generated in R 2.14.1 by xtable 1.6-0 package
% Tue Feb 14 10:03:03 2012
\begin{table}[ht]
\begin{center}
\begin{tabular}{rllr}
  \hline
 & p & q & r \\ 
  \hline
1 & condition\_a & grp\_1 &   3 \\ 
  2 & condition\_a & grp\_1 &   3 \\ 
  3 & condition\_a & grp\_1 &   4 \\ 
  4 & condition\_a & grp\_1 &   1 \\ 
  5 & condition\_b & grp\_1 &   4 \\ 
  6 & condition\_b & grp\_1 &   3 \\ 
  7 & condition\_b & grp\_1 &   5 \\ 
  8 & condition\_b & grp\_1 &   5 \\ 
  9 & condition\_a & grp\_2 &   4 \\ 
  10 & condition\_a & grp\_2 &   1 \\ 
  11 & condition\_a & grp\_2 &   1 \\ 
  12 & condition\_a & grp\_2 &   1 \\ 
  13 & condition\_b & grp\_2 &   5 \\ 
  14 & condition\_b & grp\_2 &   1 \\ 
  15 & condition\_b & grp\_2 &   5 \\ 
  16 & condition\_b & grp\_2 &   2 \\ 
   \hline
\end{tabular}
\end{center}
\end{table}