r-cran-wdi

GNU R package for accessing the World Development Indicators
  https://cran.r-project.org/package=WDI
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Search and download data from over 40 databases hosted by the World Bank, including the World Development Indicators (WDI), International Debt Statistics, Doing Business, Human Capital Index, and Sub-national Poverty indicators.

Note that the package does not contain the data. Instead, it provides a set of functions to download the data from the World Bank's website.