\documentclass[a4paper]{article}

\SweaveOpts{echo=true}

\begin{document}


First we define a figure hook:
<<results=hide>>=
options(SweaveHooks = list(fig = function() par(mfrow=c(2,2))))
@ 

Then we setup variable definitions without actually evaluating them
<<xydef,eval=false>>=
x <- 1:10
y <- rnorm(x)
@ 


Then we put the pieces together:
\begin{center}
<<fig=T>>=
<<xydef>>
lm1 <- lm(y~x)
summary(lm1)
plot(lm1)
@ 
\end{center}

\end{document}