Sweave, R and complex latex projects

Hello all,

I've been able to use R very successfully to run simple statistics and
generate the plots I require.

I've been evaluating Sweave, and have hit upon a small problem that I
don't seem to be able to workaround. Sweave runs very well for single
file latex documents, but I have a complex thesis made up of several
parts and chapters. These are arranged with a master latex file and
subdirectories with "\include"-ed latex fragments representing those
parts/chapters, and I don't seem to be able to get Sweave to work properly.

I've tried a number of approaches, including converting the master
document into a Snw file itself, or even generating chapters manually
chapter by chapter using Sweave and then "\include"ing the result into
the master tex file. Unfortunately for the latter attempt, the the latex
generated doesn't prepend the required path to the filename, and so
latex looks for the pdfs and tex files in the wrong place - it looks in
the "root" directory (where the master tex file is located) rather than
the chapter subdirectory where all the files have been generated.

I hope I'm not missing something obviously documented, but I can't see
it in the Sweave docs. Is there an option to prepend a pathname to the
filename of Sweave generated TeX and PDF documents?

Do people use Sweave for complex multi-file latex projects, and what is
the best approach? I'm almost tempted to keep R and Latex separate, and
continue to run a R script to generate all of the dynamic tables/charts
which are then "\input"ed, but I was rather attracted to the whole
Sweave approach.