已找到解决办法，在14年的一个帖子上找到的，帖子地址找不到了。
只要在Rstudio里输出图片就没问题了，这里以tiff为例，（其他格式也可以）
setwd("D:/STUDY/Rmarkdown")  # 设置工作目录
tiff(file="mygrapg.tiff")  # 这一步非常重要！！！
dose <- c(20, 30, 40, 45, 60)
drugA <- c(16, 20, 27, 40, 60)
drugB <- c(15, 18, 25, 31, 40)
opar <- par(no.readonly = TRUE)
par(lwd = 2, cex = 1.5, font.lab = 2)
plot(dose, drugA, type = "b", pch = 15, lty = 1, col = "red",
     ylim = c(0, 60), main = "Drug A vs. Drug B", xlab = "Drug Dosage", ylab = "Drug Response")
lines(dose, drugB, type = "b", pch = 17, lty = 2,
      col = "blue")
abline(h = c(30), lwd = 1.5, lty = 2, col = "grey")
library(Hmisc)
minor.tick(nx = 3, ny = 3, tick.ratio = 0.5)
legend("topleft", inset = 0.05, title = "Drug Type", c("A", "B"), lty = c(1, 2), pch = c(15, 17), col = c("red",  "blue"))
par(opar)
dev.off()