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We studied the field induced magnetic order in R(2)Ti(2)O(7) pyrochlore compounds with either uniaxial (R=Ho, Tb) or planar (R=Er, Yb) anisotropy, by polarized neutron diffraction. The determination of the local susceptibility tensor {chi(parallel to),chi(perpendicular)} provides a universal description of the field induced structures in the paramagnetic phase (2-270 K), whatever the field value (1-7 T) and direction. Comparison of the thermal variations of chi(parallel to) and chi(perpendicular) with calculations using the rare earth crystal field shows that exchange and dipolar interactions must be taken into account. We determine the molecular field tensor in each case and show that it can be strongly anisotropic.