R Package: How to Use `data()` to Load Files Stored on a Server

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I know that if I want the users of my R package to be able to load data files using data() then I need to put the files in packagename/data.

Is it possible to do a custom installation where I instead store the files someplace other than the data folder -- like on a server -- and then upon installation download the files to the user's data folder so they can be loaded with data()?

Or is there something else I can do that achieves the same goal?

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