How to highlight code using R exams to pdf function

I want to create an R/exams exercise (in PDF format) where the R code is highlighted. I tried to use the highlight=TRUE option in the code chunk, but it produced an error when I tried to generate the PDF with the exams::exams2pdf function.

Using the following example exercise (i.e., example.Rmd):

Question
========
Some question with code:

```{r echo=TRUE, warning=FALSE, eval=FALSE, highlight=TRUE}
library("blavaan")
HS.model <- 'visual =~ x1 + prior("normal(1,1)")*x2 + x3
             verbal =~ x4 + x5 + x6 '

bfit <- bcfa(model = HS.model,
             data = HolzingerSwineford1939,
             dp = dpriors(lambda = "normal(1,5)"),
             burnin = 500,
             sample = 500,
             n.chains = 4)
```

Meta-information
================
exname: some_ex_name
extype: string
exsolution: nil

When I try:

exams::exams2pdf("example.Rmd")

it trows an error:

! LaTeX Error: Environment Shaded undefined.

The exams2pdf() function embeds the exercises into a master LaTeX template, by default plain.tex. As this does not provide the LaTeX {Shaded} environment that knitr will produce for chunks with highlight = TRUE you get the error.

The solution is to use a template that includes a suitable environment. To demonstrate how this works, R/exams ships the plain-highlight.tex template. I recommend you adapt this into your own template that you use.

With the demo template your example works:

exams2pdf("example.Rmd", template = "plain-highlight")