R is open source and free. R distribution is maintained by Comprehensive R Archive Network (CRAN) site at https://cran.r-project.org/. From this site, you can download the R engine for multiple platforms, including Windows, Linux, and macOS X. Besides CRAN, Microsoft also gives a free R download on the Microsoft R Application Network (MRAN) site at https://mran.revolutionanalytics.com/, which is where you can get Microsoft R Open. This is the open source R from Microsoft, which is the core R with additional Microsoft libraries. If you install Visual Studio 2017, you can also get Microsoft R Open—actually, you get what's called Microsoft R Client, which I will introduce in a minute.
After you install R, you can start working by using the R console client tool. With this tool, you can write code line by line. You can use also any of a plethora of additional...