A typical error message in R, when calling Sweave("report.Rtex"), would be
Error in plot.window(...) : need finite 'ylim' values
The problem has not so much to do with the R version, but with the fact that the R code to generate the plots does not cope well with infinite / unknown values (i.e. NA). This can be changed by passing na.rm=TRUE to methods like range(...) and max(...).