What are .RDX and .RDB files for R? I'm trying to recreate some results from a paper, namely Table 1 from "Cause-Specific Cumulative Incidence Estimation and the Fine andGray Model Under Both Left Truncation and Right Censoring" Geskus (2011).
At the end of the paper is a link to files, some of which I assume are data files. Within these files are two with .rdx and .rdb extensions. What exactly are these and how do I open them in R?
 A: Actually, the link you give leads to just two files. The first is a pdf file, as I'm sure you know. The second is a zip file containing an R package. You are supposed to unzip the file, then copy the folder "crhaz" to the "library" folder of your R installation. Then you run R and type library(crhaz) at the R prompt. 
You don't have to worry about any of the individual files that you might see in the package folder. The .rdx and .rdb files are binary files storing builds of R code and are only for internal use within R -- you cannot open them yourself.
This is what I am sure the authors of the article expect you to do. I will say however that they have done a poor job of distributing their R package. They should provide a build of the package than can be installed using install.packages(), but they have instead just zipped the image of the Windows installation of their package.
Later
After a little more investigation, I can see that the crhaz package provided by Ronald Geskus with the 2011 article contained only one function, called crprep, and this function has recently been made part of the CRAN package "mstate".  So you can now get the function for use in an up-to-date version of R by installing mstate:
    install.packages(mstate)
    library(mstate)
    ?crprep

