There is a known bug in Red Hat that when installing the R-core package, the style Sweave.sty is not located in the correct folder. This causes R (and thus RStudio) to improperly call Sweave:
To get Sweave working with RStudio on Red Hat, you should do the following:
Ensure that the texinfo-tex package is installed:
sudo yum install texinfo-tex
Move the Sweave.sty file to the correct location:
sudo mkdir /usr/share/texmf/tex/latex/sweave
sudo mv /usr/share/R/texmf/tex/latex/Sweave.sty /usr/share/texmf/tex/latex/sweave/
Run texhash to update your index:
sudo texhash
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