If you are running RStudio Desktop in OS X El Capitan, you may see issues when trying to create PDFs or other files using TeX where RStudio and R are unable to find your TeX installation.
This is because of an issue between OS X and MacTeX, where OS X no longer allows programs to link to the
To fix this, you should update to MacTeX 2015 available here. This will add new links to your system which should again allow RStudio to correctly find TeX.
Let us know on the support forums if you have any questions about this.