The page size can be set by using the following line:
pdf("plot.pdf", width=8,height=11)
The code above set the page size to 8 multiply 11, which is the letter size.
The following is a complete example.
# create a simple data frame
a <- c(1,2,3,4,5)
b <- c(1,2,3,4,4)
df <-data.frame(a,b)
# set up generated file name and page size.
pdf("plot.pdf", width=8,height=11)
# set number of diagrams on one page
par(mfrow=c(2,2),mar=c(4,4,0.5,0.5), oma=c(1.5,2,1,1))
# plot 3 lines
plot(df$a,df$b, type="l")
plot(df$a,df$b, type="l")
plot(df$a,df$b, type="l")
dev.off()