title: fread (data.table) select columns, throw error if column not found
body: <p>I'm loading a csvfile into R with data.table's <code>fread</code> function. It has a bunch of columns that I don't need, so the <code>select</code> parameter comes in handy. I've noticed, however, that if one of the columns specified in the select does not exist in the csvfile, fread will silently continue. Is it possible to make R throw an error if one of the selected columns doesn't exist in the csvfile?</p>
  
  <pre><code>#csvfile has "col1" "col2" "col3" "col4" etc
  
  colsToKeep &lt;- c("col1", "col2" "missing")
  
  data &lt;- fread(csvfile, header=TRUE, select=colsToKeep, verbose=TRUE)
  </code></pre>
  
  <p>In the above example, <code>data</code> will have two columns: <code>col1</code>, <code>col2</code>. The remaining columns will be dropped as expected, but <code>missing</code> is silently skipped. It would certainly be nice to know that fread is skipping that column because it did not find it.</p>