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A general description is here.
On systems using ICU for collation (including Mac OS X), using Sys.setlocale() to change the LC_COLLATE setting is more likely to change the collation provided by ICU.
"\uxxxx" and "\Uxxxxxxxx" escapes can now be parsed to a UTF-8 encoded string even in non-UTF-8 locales (this has been implemented on Windows since R 2.7.0). (Use of such escapes requires MBCSUnicode wide character support.)