Since animation 1.0-9, we will be able to create a PDF document with an animation embedded in it; the function is saveLatex(), and its usage is similar to saveMovie() and saveSWF(): you pass an R expression for creating animations to this function, and this expression will be evaluated in the function; the image frames get recorded by a graphics device. In the end, a LaTeX document is written in a directory, and we can get a PDF document by running pdflatex on the document.
In fact, the key point is the LaTeX package named animate, which can be used to insert image frames into a PDF document to generate an animation. The interface of animations created by this package is quite similar to the HTML animation page by the R package animation, moreover, it also uses JavaScript (in PDF) to animate the image frames.
Here is an example:
library(animation)
oopt = ani.options(interval = 0.1, nmax = 100)
## brownian motion: note the 'loop' option and how to set graphics
# parameters with 'ani.first'
saveLatex({
brownian.motion(pch = 21, cex = 5, col = "red", bg = "yellow",
main = "Demonstration of Brownian Motion")
}, ani.basename = "BM", ani.opts = "controls,loop,width=0.8\\textwidth",
ani.first = par(mar = c(3, 3, 1, 0.5), mgp = c(2, 0.5, 0),
tcl = -0.3, cex.axis = 0.8, cex.lab = 0.8, cex.main = 1),
latex.filename = "brownian.motion.tex")
ani.options(oopt)
The PDF document will be automatically opened if there is nothing wrong with LaTeX and your PDF viewer; if nothing happened, you can find the PDF document brownian.motion.pdf in the directory ani.options("outdir").
The animation works in Acrobat Reader, and I do not know if other PDF viewers can deal with JavaScript correctly (AFAIK, the default PDF viewer in Mac OS will not). Linux users may need to install acroread.
For those who are curious about the LaTeX source code of the above demo:
> cat(readLines(file.path(ani.options("outdir"), "brownian.motion.tex")),
+ sep = "\n")
\documentclass{article}
\usepackage{animate}
\begin{document}
\begin{figure}
\centering
\animategraphics[controls,loop,width=0.8\textwidth]{10}{BM}{0}{99}
\end{figure}
\end{document}