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compress data on read, decompress on write

One solution is likely to be the Omegahat package Rcompression.

Otherwise, R does have internal facilities to do internal (gzip) 
compression and decompression (e.g. see the end of 
src/main/connections.c), and you could make creative use of serialization 
to do the compression.
On Thu, 28 Feb 2008, Ramon Diaz-Uriarte wrote:

            
As from R 2.7.0 you will be able to make use of zlib on effectively all 
platforms, since it has a public interface on Windows.