The winefish latex editor has a “texbox” field in the preferences window, which tells it how to do various things, like PDFlatex for example. There is something about regular expressions, a command to be run in shell, and various other parameters that I don’t understand. See the screenshot:
What parameters should I add to make it do sweave? Note that these actions are indexed by the “F” keys, so pdflatex is F2.