Unix: How to merge many compressed (.gz) files together and exclude header for files nr. 2 etc -

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I have 20 .gz files I want to merge together (but still keep original). They all have the same variables in the same order and are the headers of all I want to merge them into a .gz file and only want to include the header for the first file. These files are very "big" and therefore I can not use R to merge them because it will take a lot of time. See the "Advanced Usage" section of the manual page for gzip

section. I'm not sure that you can basically be decomposed and easily without recompressing them in the same destination file.


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