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I am trying to run my R-code in the Azure Machine Learning environment, and I am running into a dead-end trying to import data from the blob storage.

Locally I can easily import a file like this:

data <- read.delim("myfile.xls", sep = "\t", skip = 9)

When I am using Azure machine learning, just referring to file in the blob storage location, I get the error "cannot open the connection".

data <- read.delim("https://knnstorage.blob.core.windows.net/knn/myfile.xls", sep = "\t", skip = 9)

I have additionally attempted to import the file using the "Import Data" option, but it only allows one to import CSV files or excel-files with at the most one line to be skipped.

In the future, I will also need to import unstructured text into Azure Machine Learning. Is this really not possible using R?

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Well, drop Import data onto the canvas and on the right-hand side you can see a panel. Enter all the required credentials. That will connect your Azure blob storage to ml studio. For more details, click here.

You can make use of Notebooks as well. 

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