A new feature in SQL Server 2016 is the ability to run R scripts within SSMS. For those not familiar with the R language, it is an open source language used to performed statistical computations, to make use of machine learning algorithms, and for data visualization.
In this post, I’ll go through a quick explanation on installing and setting up the services.

Background:
The R language comes with a great deal of built-in functionality, but its real power comes from the hundreds of packages available, created by the R community to extend the functionality of R. R is an interpreted language, using vectors and data frames (similar to tables) as the primary data structures.
R can connect to SQL Server to retrieve data, but there are a few drawbacks. For one, R works with data in memory, so your dataset is limited to the amount of memory available in your workspace. Also, R is single-threaded, so we can’t take advantage of distributing the workload. Working with R within SQL Server will allow us to use a larger dataset as well as take care of

Installation:
The R components for SQL Server are installed from SQL Server setup. If the services weren’t installed with the initial installation of the database engine, you can go back and add the components.
One option is to install a stand alone R Server, that would be used as a separate instance to use in analyzing data using R. There is also an option to install in-database R services. This optional also installs an additional service, the SQL Server Launchpad, that allows integration with R. In my testing, I elected to work with the in-database component with my existing SQL Server instance.

Setup:
Once the components have been installed, the ‘External Scripts Enabled’ setting will need to be set to true.

EXEC sp_configure 'external scripts enabled', 1;
GO
RECONFIGURE;
GO

We’ll also need to restart the database instance to have this setting take effect. We also need to make sure that the SQL Server Launchpad service is running.

Test:
We’ll make a call to the sp_execute_external_script stored procedure to make sure that R is properly set up and that we can make a call.
I found this sample code on MSDN that will allow us to test the R set-up without writing R code or retrieving data from tables right now.

EXEC sp_execute_external_script  
  @language =N'R',    
  @script=N'OutputDataSet<-InputDataSet',      
  @input_data_1 =N'SELECT 1 AS hello'    
  WITH RESULT SETS (([hello] int not null));    
GO

If everything is setup correctly, we should get a single value of 1 returned with the column header ‘Hello’.

Next Steps:
In the next post, I’ll put together some actual R code and look at some of the things we can do with SQL Server data and R.

Additional Information:
SQL Server Central: Introduction to Microsoft R Services in SQL Server 2016
Syncfusion E-Book: R Succinctly – Introduction to the R language – Free, login required
Coursera – Data Science: Series of courses in Data Science, several deal with learning R.