library(tikzDevice)

options(tikzMetricPackages = c("\usepackage[utf8]{inputenc}",
                               "\usepackage{amssymb,amsmath,amsfonts}"))
tikz("your directory/graph.tex", width=3,height=3)
plot(runif(10))
legend("topright","this text should not scale")
dev.off()

usepackage{tikz}

begin{figure}
   centering
   tikzset{every picture/.append style={scale=0.4}}
    include{graph}
     caption{a nice graph}
     label{graph}
   end{figure}