As @thijs van den bergh points you to,
dat <- data.frame(x=c("NaN","2"),y=c("NaN","3"),stringsAsFactors=FALSE)
dat <- as.data.frame(sapply(dat, as.numeric)) #<- sapply is here
dat[complete.cases(dat), ]
# x y
#2 2 3
Is one way to do this.
Your error comes from trying to make a data.fr
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