UTF-16LE, a.k.a Unicode Windows ( , os).
f <-file("http://archive.ics.uci.edu/ml/machine-learning-databases/acute/diagnosis.data", open="r" ,encoding="UTF-16LE")
data <- read.table(f, dec=",", header=F)
Although trying what @Gavin Simpson said may help, as you can add your headers and save the file
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