The new Visual Studio 2017 has built-in support for programming in R and Python. For older versions of Visual Studio, support for these languages has been available via the RTVS and PTVS add-ins, but the new Data Science Workloads in Visual Studio 2017 make them available without a separate add-in. Just choose the “Data Science and analytical applications” option during installation to install everything you need, including Microsoft R Client and the Anaconda Python distribution.
I’m personally going to wait a little bit before jumping onto Visual Studio 2017, but I’m glad that RTVS is now available.