Installing ML services (In-Database) packages 

Because of security, you cannot just call the install.packages() R function from the sys.sp_exacute_external_script system procedure on the server side. There are many other ways to do it. You can find the complete list of options for installing R packages in the article Install new R packages on SQL Server at https://docs.microsoft.com/en-us/sql/advanced-analytics/r/install-additional-r-packages-on-sql-server?view=sql-server-2017. I will just show one option here, the one I am using when writing this book. I have my SQL Server installed on a virtual machine, and I can enable a web connection for the machine. Then the process of installing an additional R package is simple. You just need to run the R console, R.exe, from the ML Services (In-Database) installation, which is  located in the C:\Program Files\Microsoft SQL Server\MSSQL14.MSSQLSERVER\R_SERVICES\bin folder for the default instance installation. You need to run R.exe as an administrator...