Using tikzDevice in R Markdown document

 When I was LaTeX user in the past, I like TikZ and tikzDevice a lot. After switching to R Markdown, however, I gradually forgot about them. Today I spent some time figuring out how to make TikZ and tikzDevice work for R Markdown. Here is some simple code: 

---
title: "Using tikzDevice"
output: 
  pdf_document: 
    latex_engine: xelatex
    keep_tex: yes
    includes:
      in_header: setup.tex
---
```{r setup, include=FALSE}
knitr::opts_chunk$set(echo = FALSE)
```
```{r, fig.cap="Without tikzDevice"}
x<- rnorm(10)
y<-x +rnorm(5,sd=0.25)
model <- lm(y~x)
rsq<- summary(model)$r.squared
rsq<- signif(rsq,4)
plot(x, y, main='Hello \\LaTeX!')
abline(model,col='red')
mtext(paste("Linear model:$R^{2}=",
            rsq, "$"), line=0.5)
legend('bottomright',legend=paste("$y = ",round(coef(model)[2],3),'x +',round(coef(model)[1],3),'$',sep =''), bty ='n')
```
```{r, echo=FALSE}
library(tikzDevice)
```
```{r, echo=FALSE, message=FALSE, results='hide'}
tikz('latexEx.tex',width=7,height=4.5)
x<- rnorm(10)
y<-x +rnorm(5,sd=0.25)
model <- lm(y~x)
rsq<- summary(model)$r.squared
rsq<- signif(rsq,4)
plot(x, y, main='Hello \\LaTeX!')
abline(model,col='red')
mtext(paste("Linear model:$R^{2}=",
            rsq, "$"), line=0.5)
legend('bottomright',legend=paste("$y = ",round(coef(model)[2],3),'x +',round(coef(model)[1],3),'$',sep =''), bty ='n')
dev.off()
```
```{r, fig.cap="With tikzDevice", message=FALSE, engine='tikz'}
\input{latexEx.tex}