In 2015, Microsoft bought a company called revolution analytics, which maintained a managed version of the open source R distribution. Since then, Microsoft has been integrating R into several of its software products and Azure has been no exception.

HDInsight includes an option to integrate an R Server into your HDInsight cluster when the cluster is created. This allows R scripts to use Hadoop to run distributed computations. Microsoft includes a big data analytics R package called ScaleR.

You can connect to your cluster and run R scripts on an edge node. You have the option of running parallelized distributed functions across the cores of the edge node server using ScaleR. You can also run them across the nodes of the cluster by using the ScaleR Hadoop MapReduce or Spark compute contexts.