writing sample values in to a file

Dear all,

  I am relatively new to R. I would like to know how can we write the
realizations (for example generated through rnorm or runif) in to a data
file. It would be very inefficient to first generate values and then write
them in to file using "write" function. Instead, is there a way to generate
1 value at a time and append them in to the file.

The question might be trivial to many experts. I appreciate your help.

Thank you

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