Lyx: Calling external script/program

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I have a program that generates LaTex output. I'd like to have Lyx execute that program on the fly (much as R scripts are executed on the fly by knitr) and incorporate the LaTex output into the document. Is there a way?

The hack is to use knitr and wrap my program in some R code using system(). This works, but... it's a hack, and you have to play games to get the output to work right. If there's a clean, native Lyx solution, that would be better!

Thanks!

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