Douglas Bates <bates <at> stat.wisc.edu> writes:

: If you are routinely working with very large data sets it would be 
: worthwhile learning to use a relational database (PostgreSQL, MySQL, 
: even Access) to store the data and then access it from R with RODBC or 
: one of the specialized database packages.

Along this line, if you have and already know another stat package then
you could read the data into that, write it out in that package's format
and then read the written out file into R.  The R foreign package 
and the R Hmisc package support a number of such foreign formats.
Don't know about speed -- it probably varies by format so you will
have to experiment. 

Not sure what the current status is of HDF5, CDF, netCDF, etc. are for R but
those may or may not be formats to consider as well.

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