
"To echo what others have said, it is often easier to write a script (in 
STATA terms, a "do" file) of commands and then "source" the script. When 
it runs to your satisfaction, usually not the first time for me, there 
are several ways to store the output. Both the R2HTML and prettyR 
packages contain methods to store output as HTML files. You can store 
both the commands and output in the same file."

I already using script. I'm using Tinn-R to write them. Thanks for the
recommendation of the R2HTML package I'll see how to use it right now.
Thanks.

"You can save one object at a time if you want, and do it during a 
script. I usually save the primary data object after I have translated 
it from whatever format it came to me. You can save subsets of the data 
as different files and simply use "load" to read in the data you want. 
"load" can also signal if the data is not there, albeit in a fairly 
messy way."

Yes, I already know I can do things that way but it doesn't work for me: I
want to be able to store several objects in one .Rdata file in a flexible
and fast way. Writing one for each object seems too messy for me.
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