LaTeX font in base plot

I want to use LaTeX font in a base plot. To that effect, I installed the "LM Roman 10" font in my system. It works, except that I cannot use italic (without it, the greek mathematical parameters do not look like the math font in my paper). Below is a simple plot example. How can I display the two theta and epsilon formulas in italic? I tried using italic() inside expression() but that did nothing.

par(mar=c(5, 5, 2, 1), family = "LM Roman 10")
curve(dnorm(x), -3, 3, main = "Model")
text(-.5, .1, expression(hat(theta)[k]), cex = 2.5)
text(.5, .1, expression(epsilon[k]), cex = 2.5)