Greek characters do not render in pdf exported from R Studio

RStudio IDE
1

I have read similar posts, yet the problem still persists. I rather prefer R-base as in the MRE below:

mu <- 0
sigma <- 1
x <- seq(-4, 4, length=1000)
y <- dnorm(x, mean=mu, sd=sigma)

Plot the normal curve

plot(x, y, type="l", lwd=2, col="black",
xlab="Desviaciones estándard (σ)",
ylab="Densidad",
main="", xaxt="n") # Suppress default x-axis labels with xaxt="n"

Add vertical lines for each sigma

abline(v = seq(-3, 3, by=1), col="gray", lty=2)

Add sigma labels cleanly without overlap

sigma_labels <- c("-3σ", "-2σ", "-1σ", "μ", "+1σ", "+2σ", "+3σ")
axis(1, at=seq(-3, 3, by=1), labels=sigma_labels)

2

The following content of an .Rmd renders with the correct Greek letters on the x axis.

---
output:
  pdf_document:
    latex_engine: pdflatex

---

  
```{r echo=FALSE}
mu <- 0
sigma <- 1
x <- seq(-4, 4, length=1000)
y <- dnorm(x, mean=mu, sd=sigma)
#Plot the normal curve

plot(x, y, type="l", lwd=2, col="black",
     xlab="Desviaciones estándard (σ)",
     ylab="Densidad",
     main="", xaxt="n") # Suppress default x-axis labels with xaxt="n"
#Add vertical lines for each sigma

abline(v = seq(-3, 3, by=1), col="gray", lty=2)
#Add sigma labels cleanly without overlap

sigma_labels <- c(expression(paste("-3", sigma)),
                  expression(paste("-2", sigma)),
                  expression(paste("-1", sigma)),
                  expression(mu),
                  expression(paste("+1", sigma)),
                  expression(paste("+2", sigma)),
                  expression(paste("+3", sigma)))
axis(1, at=seq(-3, 3, by=1), labels=sigma_labels)
3

Thanks FJCC.
It turns out that the simplest solution to the "problem" is to mark the option "Use cairo device" when saving the plot.
Best wishes
heRiberto!