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How to save R-grafics in eps format

paladini at rz.uni-potsdam.de writes:
from ?postscript: 

     The postscript produced by R is EPS (_Encapsulated PostScript_)
     compatible, and can be included into other documents, e.g., into
     LaTeX, using '\includegraphics{<filename>}'.  For use in this way
     you will probably want to set 'horizontal = FALSE, onefile =
     FALSE, paper = "special"'.

Also, there is dev.copy2eps for copying from screen to EPS. Watch out
for pointsize and geometry differences though.