Is there a way to create multi-line labels for the y axis in an R plot?
I have tried adding a \n where the newline should be, but then the first line of the label gets clipped:
l <- 10
plot(0:l, (0:l), type='l',
yaxt='n',
xlab='Index',
ylab='Cumulative sum\nof the sorted weights')

This happens both with the tikzDevice and inside RStudio. Also, I tried some of the par() options with no luck. How to do it properly?
(The oversized uper margin bothers me, too…)
You need to set the margins using
marormgp: