Using read-table to read files:

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If the data was in a file called freeformat.dat, you would read this data with the command:
      data <- read.table("freeformat.dat", header=TRUE) 

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Fixed-format data can be read in with the read.table command as well. Here's an example using the above data.
      data2 <- read.table("fixeddata.dat",
      col.names=c("country", "ud", "sd"),
      sep = c(1,7,11))

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Here is the command syntax to read in comma-delimited data.
      data <- read.table("delimit.dat", sep = ",") 

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Read from webpage:
      data <- read.table('http://www.stat.wmich.edu/naranjo/stat4640/data/Grades.dat',header=F)

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It is often helpful to cut-and-paste data onto console:

> sbpdat<-read.table(stdin(), header=F)
                         # You will see the prompt 0:
                         # You can  now paste data onto the console
                         # (I pasted 3 columns of data in the following example)
0: 1  144 39
1: 2  220 47
2: 3  138 45
3: 4  145 47
4: 5  162 65
6: 6  142 46
7: 7  170 67
8: 8  124 42
9: 9  158 67
10: 10 154 56
11: 11 162 64
12: 12 150 56
13: 13 140 59
14: 14 110 34
15: 15 128 42
16: 16 130 48
17: 17 135 45
18: 18 114 17
19: 19 116 20
20: 20 124 19
21: 21 136 36
22: 22 142 50
23: 23 120 39
24: 24 120 21
25: 25 160 44
26: 26 158 53
27: 27 144 63
28: 28 130 29
29: 29 125 25
30: 30 175 69
31:                      # Press <Enter> to quit input mode

> summary(sbpdat)
       V1              V2              V3       
 Min.   : 1.00   Min.   :110.0   Min.   :17.00  
 1st Qu.: 8.25   1st Qu.:125.8   1st Qu.:36.75  
 Median :15.50   Median :141.0   Median :45.50  
 Mean   :15.50   Mean   :142.5   Mean   :45.13  
 3rd Qu.:22.75   3rd Qu.:157.0   3rd Qu.:56.00  
 Max.   :30.00   Max.   :220.0   Max.   :69.00  

> names(sbpdat)<-cbind("Index", "SBP", "Age")

> print(sbpdat)

> mean(sbpdat)
    Index       SBP       Age 
 15.50000 142.53333  45.13333 

> sd(sbpdat)
    Index       SBP       Age 
 8.803408 22.581245 15.294203 

> summary(sbpdat)
     Index            SBP             Age       
 Min.   : 1.00   Min.   :110.0   Min.   :17.00  
 1st Qu.: 8.25   1st Qu.:125.8   1st Qu.:36.75  
 Median :15.50   Median :141.0   Median :45.50  
 Mean   :15.50   Mean   :142.5   Mean   :45.13  
 3rd Qu.:22.75   3rd Qu.:157.0   3rd Qu.:56.00  
 Max.   :30.00   Max.   :220.0   Max.   :69.00