A few notes to keep in mind as you run through the exercise:
If you need a refresher on creating tab delimited files, ehow has you covered:http://www.ehow.com/how_5079116_create-tab-delimited-files.html
If you save your tabbed file with .tab per the ehow instructions, make sure to edit Frank's code:autos_data <- read.table("C:/R/autos.dat", header=T, sep="\t")
#becomes
autos_data <- read.table("C:/R/autos.tab", header=T, sep="\t"
Make sure you're using forward slashes when you set the file path! This post discusses that pesky character string error.
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