Help with postscript (huge file size)

I'm generating some images in R to put into a document that I'm producing
using Latex. This document in Latex is following a predefined model, which
does not accept compilation with pdflatex, so I have to compile with latex
-> dvi -> pdf. Because of that, I have to generate the images in R with
postscript (I want a vector format to keep the quality). The problem is that
the files of the images are very huge (10MB) and I have many images to put
into the pdf document.
I want to know if there is a way to reduce the size of those images
generated by R using postscript.