Specifying column names in a data.frame changes spaces to "."

You may set check.names = FALSE in data.frame (as well as in read.table):

df <- data.frame("Label 1" = 1:3, "Label 2" = rnorm(3), check.names = FALSE)

returns:

  Label 1    Label 2
1       1  0.2013347
2       2  1.8823111
3       3 -0.5233811

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From ?data.frame:

check.names
logical. If TRUE then the names of the variables in the data frame are checked to ensure that they are syntactically valid variable names and are not duplicated. If necessary they are adjusted (by make.names) so that they are.

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From ?make.names:

A syntactically valid name consists of letters, numbers and the dot or underline characters and starts with a letter or the dot not followed by a number. Names such as ".2way" are not valid, and neither are the reserved words.

All invalid characters are translated to "."

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Also, if you need to subset a variable with an 'invalid' name using $, you can use backticks `. For example:

df$`Label 1`

You don't.

With the space you desire the format would not satisfy the requirements for an identifier that come to play when you use df$column.1 -- that could not cope with a space. So see the make.names() function for details or an example:

> make.names(c("Foo Bar", "tic tac"))
[1] "Foo.Bar" "tic.tac"  
>                                              

Edit eleven years later: The answer still stands that R prefers column names can be valid variable names. But R is flexible: if you insist you can use the other form _but then need to require the not-otherwise-valid-within-the-language column names explicitly:

> x <- c(1:10,1:10,1:10,1:10,1:10,1:10,1:10,1:10,1:10,1:10)
> df <- data.frame("Label 1"=x,"Label 2"=rnorm(100), check.names=FALSE)
> summary( df$`Label 2` )
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
-2.2719 -0.7148 -0.0971 -0.0275  0.6559  2.5820 
> 

So by saying check.names=FALSE we override the default (and sensible) check, and by wrapping the identifier in backticks we can access the column.