Code snippet for http://www.kaggle.com/c/digit-recognizer/forums/t/4667/reading-csv-file-into-octave/29835#post29835

header.R

localpath <- "/home/chema/tmp/kaggle/digits/"
if (Sys.info()["sysname"] == "Windows")
    localpath <- "C:/temp/kaggle/digits"

testFile <- file.path(localpath, "test.Rda")
trainFile <- file.path(localpath, "train.Rda")

if(!file.exists(testFile) && !file.exists(trainFile)) {
    testCSV <- file.path(localpath, "test.csv")
    trainCSV <- file.path(localpath, "train.csv")
    testData <- read.csv(testCSV, header = TRUE)
    trainData <- read.csv(trainCSV, header = TRUE)
    save(testData, file = testFile)
    save(trainData, file = trainFile)
}

if(!exists("testData"))
    load(testFile)
if(!exists("trainData"))
    load(trainFile)