by
The names of the data frames correspond to the names given in the book. The only exception to this is the data frame "galaxies," which refers to "galaxy.dat" (this is to avoid masking the S-PLUS data set "galaxy"). There is no data frame for "ethanol.dat," as this data set comes with S-PLUS.
Description of data sources, and further information about the data sets, can be found in the "Descriptions of the data sets" section of the book.
The file is here.