As noted here, after upgrading to R 3.0.0 you must run

This is because a bunch of packages have to be to rebuilt under R 3.0.0 in order to keep working. So I did, but that was not enough for LyX to be able to compile my pdf’s from knitr like it used to only a week ago. What I had to do besides was this:

That is right. The package tikzDevice can no longer be installed directly from R-forge as a binary, as in

Also, the source files are only available as a .tar.gz archive. To install from it on a Windows machine, you must have Rtools installed first.