Mathematica: exporting to a variable path

this is tricky. Once the path to export data in Mathematica is under quotes, how can I insert a variable as part of the path? In other word开发者_运维技巧s, I'm inside a loop that increments VAL and want to export MyData to VAL.dat. Ideas?

Pseudocode: Export["~/Documents/VAL", MyData]

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In addition to Howard and Mr.Wizard's answers I could say that it would be good to look up FileNameJoin for a nice, system-independent way to compose path strings and IntegerString which you could use to convert integers to strings with a fixed number of positions, making your files sort more nicely:

In[33]:= VAL = 32;
IntegerString[VAL, 10, 4]

Out[34]= "0032"

I usually don't have much need for inter-OS compatibility (programming mostly for myself), so my usual style would be something like

Export["directoryPart\\FixedFileNamePart"<>IntegerString[VAL, 10, 4]<>".dat","TSV"]

Replace "TSV" with the file type you need if it isn't clear from the extension. Please note that I am on windows, which uses the backslash as separator. Since this is also the escape character, it has to be escaped with a backslash itself; this explains the double backslash. You seem to be on a UNIX derivate so there's no need for that. This does show the value of FileNameJoin which takes care of these details automatically.

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How about converting your number to string and join it with the path:

"~/Documents/"<>ToString[VAL]

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In direct answer to your question, you can use StringReplace:

Table[
  StringReplace[
     "~/Documents/#.dat", 
     "#" :> IntegerString[VAL, 10, 4]],
  {VAL, 27, 29}
]

   {"~/Documents/0027.dat", "~/Documents/0028.dat", "~/Documents/0029.dat"}

"#" was arbitrarily chosen as a placeholder. Another character or string of characters could be used just as well.