I would like to perform GSEA in R using the camera method from limma. However I work on Rattus Norvegicus data and I don't find any Rdata file available to use as a gene set. I only foud this website : http://bioinf.wehi.edu.au/software/MSigDB/mouse_c2_v5p1.rdata but gene sets are only available for mouse and human.

Thank you

No where. The MSigDb itself maintained by the Broad Institute is deliberately only for human. We made a mouse version for our own purposes at the WEHI. If you want a Rattus version of MSigDb you would have to make it yourself.

Rattus versions of GO, KEGG or Reactome exist however.