Here how to include R code in an Rmarkdown with figure caption and then save to PDF file.

Use fig_caption: true in your YAML and opts_knit$set(eval.after = "fig.cap")

---

title: "Example" output: pdf_document:

fig_caption: true

```{r parameters} library(knitr) opts_knit$set(eval.after = "fig.cap") insert_custom <- "world"

followed by

```{r hello-world, fig.cap = paste('Hello', insert_custom)}
plot(rnorm(10))