Fall 2013, I TAed Stat 101a: Introduction to Data Analysis and Regression at UCLA (Instructor: Mahtash Esfandiari)
LaTeX is a typesetting system for scientific documents that takes allows you to produce nice-looking PDF documents from relatively simple code. Math equations are especially nice in LaTeX.
knitr is an R package which allows you to typeset "dynamic" code in other documents. knitr can be used to add many types of code to many types of documents, but we'll use it to add R code to LaTeX documents. This is good for a couple of reasons: first,knitr does code highlighting so your R code looks nice. Then, because the R code is executed when you typeset the document, all the output (numbers, model summaries, plots, etc) are automatically added and updated when other elements of your document are changed. The result is a document that looks good, is easy to format, and which can be modified with the minimum amount of pain on your part.
When I introduced knitr, I provided a few resources.