In R usually data is loaded in RAM. Are there any packages which load the data in disk rather than RAM
Check out the bigmemory package, along with related packages like bigtabulate, bigalgebra, biganalytics, and more. There's also ff, though I don't find it as user-friendly as the bigmemory suite. The bigmemory suite was reportedly partially motivated by the difficulty of using ff. I like it because it required very few changes to my code to be able to access a bigmatrix object: it can be manipulated in almost exactly the same ways as a standard matrix, so my code is very reusable.
There's also support for HDF5 via NetCDF4, in packages like RNetCDF and ncdf. This is a popular, multi-platform, multi-language method for efficient storage and access of large data sets.
If you want basic memory mapping functionality, look at the mmap package.