My colleagues using mac or linux open xz files with this line:
xz --decompress --stdout "file.csv.xz"
On my pc, with windows 10, I get the following error:
'xz' is not recognized as an internal or external command, operable program or batch file
Is the command different on windows? Or is it a matter of installing a program and putting it in the right directory (like you need curl.exe to use rcurl for example)?
Yes, you need to install xz on the computer in order to run it. http://tukaani.org/xz/
7-Zip has supported .xz files for some time and you might be able to use that if it is already installed. http://www.7-zip.org/