What are the main differences between R data files?

What are the main differences between .RData, .Rda and .Rds files?

• Are there differences in compression, etc.?
• When should each type be used?
• How can one type be converted to another?

Rda is just a short name for RData. You can just save(), load(), attach(), etc. just like you do with RData.

Rds stores a single R object. Yet, beyond that simple explanation, there are several differences from a "standard" storage. Probably this R-manual Link to readRDS() function clarifies such distinctions sufficiently.

So, answering your questions:

• The difference is not about the compression, but serialization (See this page)
• Like shown in the manual page, you may wanna use it to restore a certain object with a different name, for instance.
• You may readRDS() and save(), or load() and saveRDS() selectively.