There are problems with the texi2dvi in the recently released texinfo 6.1. (The bug has been reported.) Avoid 6.1 if you can, but if not setting the environment variable R_TEXI2DVICMD=emulation will enable R to build, including NEWS.pdf and all the vignettes. We are working on a more complete workaround for R-devel and 3.2.4.
Brian D. Ripley, ripley at stats.ox.ac.uk Emeritus Professor of Applied Statistics, University of Oxford