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The thing I miss most in R are 64 bit integers. I am aware of the bit64 package, but I would prefer native support.

This is true. Even if you manage to build 2 billion + matrices, with bit64, I don't know any modeling packages that can handle those objects.

Can't you use floats with a large mantissa instead?

That's going to be less than 64 bits of usable space isn't it? I think the largest integer you can fit in a float precisely is 56 bits.

Yeah, but it's still better than a 32 bit integer, I suppose.