I have used R together with SSAS, although not in an integrated way (unfortunately), to add classical statistical testing weight to patterns emphasized by SSAS. The closes thing to an integration was to use the RExcel add-in (http://en.wikipedia.org/wiki/RExcel or http://rcom.univie.ac.at/) on the same instance of Excel which was running the data mining add-ins, typically on top of add-ins output.
bogdan crivat / http://www.bogdancrivat.net/dm
The Visual Studio environment is slightly different from the BIDS SSAS project environment. The BIDS SSAS project is for deploying SSAS solutions only.
The Microsoft visual studio is an integrated development environment (IDE) from Microsoft for developing applications. Its supported languages are mentioned in http://msdn.microsoft.com/en-us/library/bb514232.aspx.
The R home website has a blog which mentions that users of "other" statistical packages (SAS, SPSS, Stata) can transition to R, but it did not mention anything about Visual Studio, so it implies that it is not common/not documented to integrate R with Visual Studio.
Perhaps, this question should be posted to the "R" website since it allows feedback and suggestions.
I both use R as well as SSAS for data mining tasks. R can easily read and write from sql server, which I belive is prefeable to the Excel or C# integration of R. Try to have a look at the following:
I hope it can help you.
Currently Visual Studio is not integrated with R. Check out my blog post about the subject on LinkedIn. R and Microsoft and the plans for future integration. You can use R on Azure, however, it is just to execute it. Visual Studio Code has limited R Support, however, you will have to configure it yourself using the JSON config files to load the execution engine, etc. I just started working with VS Code and can provide you with an update if I get it working.
I do agree with you on the steep learning curve. Adding it to VS with Intellisense will make it a lot easier to work with especially when Subsetting. The best place to learn it in my opinion is on Microsoft-authored training on edX.org. The course name if you are interested is Microsoft: DAT204x Introduction to R.
Actually you can't include R packages into VS project. However, you can interact with VS at the .NET level. Here is a library for R and C# interaction (or any other CLI languages) — R.NET
You cal install one via NuGet. Here is the R.NET documentation
Other links you may find useful:
There is Visual Studio Code taht supports R.
VisualStudio added syntax highlighting for R in March.
The R Tools for VS are currently in private preview, here is a sneak peak: https://www.youtube.com/watch?v=Y1_0XN-p3Hs
I am currently testing these tools and they appear to work very similiar to R Studio.
As for combining with other data sources, you may want to take a look at the following document. Specifically take a look at this document, particularly the connectR packages: http://packages.revolutionanalytics.com/doc/8.0.0/win/MicrosoftRServices_Getting_Started.pdf
Due to the recent acquisition of Revolution Analytics, much of what you are looking for is currently in the works or already integrated in some fashion. Check out SQL Server 2016 for direct R integration.