The simplest way, in my opinion is:
save .xls file as .csv in ms excel "save as" option. csv means comma
delimited.
now type following command on R console;
>mydata<-read.csv(file.choose())
this will open a dialog box will open and select your .csv
file.
now the data will be saved as "mydata" is actually a data frame.
Enjoy,
regards.
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