I am handling with script which use a lot of data in processing and I need to reduce the working time of these script. Could you recommend me some guides/articles/books/other publications where can I find some tips how can I lean my script?
You should start with profiling your code to see what takes longest time.
There are two chapters in Advanced R on that, so it's a good place to start - https://adv-r.hadley.nz/perf-measure.html