A test of importing gists inside a latex (really, Sweave) document compiled with knitr in Rstudio.

test_gist.Rnw

\documentclass{article}
\usepackage{fancyvrb, listings, xcolor}
\usepackage{hyperref} 

\definecolor{dkgreen}{rgb}{0,0.6,0}
\definecolor{mauve}{rgb}{0.88, 0.69, 1.0}

\lstset{ %
  language=R,                     % the language of the code
  basicstyle=\footnotesize,       % the size of the fonts that are used for the code
  numbers=left,                   % where to put the line-numbers
  numberstyle=\tiny\color{gray},  % the style that is used for the line-numbers
  stepnumber=1,                   % the step between two line-numbers. If it's 1, each line
                                  % will be numbered
  numbersep=5pt,                  % how far the line-numbers are from the code
  backgroundcolor=\color{white},  % choose the background color. You must add \usepackage{color}
  showspaces=false,               % show spaces adding particular underscores
  showstringspaces=false,         % underline spaces within strings
  showtabs=false,                 % show tabs within strings adding particular underscores
  frame=single,                   % adds a frame around the code
  rulecolor=\color{black},        % if not set, the frame-color may be changed on line-breaks within not-black text (e.g. commens (green here))
  tabsize=2,                      % sets default tabsize to 2 spaces
  captionpos=b,                   % sets the caption-position to bottom
  breaklines=true,                % sets automatic line breaking
  breakatwhitespace=false,        % sets if automatic breaks should only happen at whitespace
  title=\lstname,                 % show the filename of files included with \lstinputlisting;
                                  % also try caption instead of title
  keywordstyle=\color{blue},      % keyword style
  commentstyle=\color{dkgreen},   % comment style
  stringstyle=\color{mauve},      % string literal style
  escapeinside={\%*}{*)},         % if you want to add a comment within your code
  morekeywords={*,...}            % if you want to add more keywords to the set
} 

\begin{document}


<<set1,results='asis',echo=FALSE,message=FALSE>>=

# Settings for the particular gist
gist.url = "https://gist.github.com/richarddmorey/db65d83de20fbc06d5ad"
gist.file = "replication_CIs.R"
gist.raw = "https://gist.githubusercontent.com/richarddmorey/db65d83de20fbc06d5ad/raw/6477f286b3812d57252072a2b1b9674b4d19c46f/replication_CIs.R"
gist.sha1 = "448b88b74b779240695f7c70403e1041ae96de8a"

# Create the code listing
cat("\\begin{lstlisting}[caption = {This code for { \\lstinline[basicstyle=\\ttfamily]!",
    gist.file,
    "! } was imported from \\url{",gist.url,"} on ",
    format(Sys.time(), "%b %d at %X %Z %Y")," (SHA1: ",gist.sha1,").}]",sep="")
cat(readLines(gist.raw),sep="\n")
cat("\\end{lstlisting}")

# Run the code (if we want)
devtools::source_gist(gist.url, sha1 = gist.sha1) 
@

We can show that we ran the code in the listing because \verb|mean(CI.in)| is \Sexpr{mean(CI.in)}.


\end{document}