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i have a file .Rnw with non unicode characters in utf8. When I compile with Sweave(file, encoding="UTF-8"), the .tex output has the unicode characters in the form <U+00F3>.

How can I get the .tex output in utf8?

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The reason that it was happening is that I was compiling from php executing bash script, so I didn't have the LANG environment variable set. In the script I set the variable export LANG=en_US.UTF-8, and R compiles good.

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