In SQL Server suite, SQL Server Analysis Services (SSAS) supports data mining from version 2000. SSAS includes some of the most popular algorithms with very explanatory visualizations. SSAS data mining is very simple to use. However, the number of algorithms is limited, and the whole statistical analysis is missing in the SQL Server suite. By introducing R in SQL Server, Microsoft made a quantum leap forward in statistics, data mining, and machine learning.
Of course, the R language and engine have their own issues. For example, installing packages directly from code might not be in accordance with the security policies of an enterprise. In addition, most calculations are not scalable. Scalability might not be an issue for statistical and data mining analyses, because you typically work with samples. However, machine learning algorithms can...