Rather unspecific.

Basically you'd need a loop to create the sets, and a way to write them into a 
file. 

You did not specify the format of your data. You might be able to use write, 
write.table or write.csv and the like.
You could also have a look at ?save which allows you to save any R object.

You also did not specify how important that filename format is. For example:

for(i in 1:5){
        #create data
        someData <- i
        #create filename
        filename<-paste("data",i,".dat",sep="")
        #save data
        write(someData,filename)
}

This would make unique filenames but not quite what you wanted.

greetings,
Jessi

On 17.01.2013, at 04:31, Ray Cheung wrote:

> Dear All,
> 
> I wrote a function datagen to simulate a dataset. I would like to generate
> 1000 datasets and export them with file names from data0001.dat to
> data1000.dat. Would anybody please provide some useful codes on this? Thank
> you very much.
> 
> Best Regards,
> Ray
> 
>       [[alternative HTML version deleted]]
> 
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