R now integrates into Visual Studio:
RTVS is an IDE and as such you can use it with any recent version of R such as 3.2.x. If you install the free Microsoft R Open, you automatically get some turbo options such as threading support on multi-processor machines, providing significant speedup for a variety of analytical functions, as well as package collections check-pointed to a particular date/version. Microsoft R Server provides Big Data support and additional advanced features that can be used with SQL Server.
This is an early release, so expect a few bugs and some missing functionality. It also isn’t RStudio—it’s RStudio several years ago. But what it does nicely is integrate with the rest of your stack: you can tie together the R code, the C#/F# code which helps clean data, the SQL Server project which holds your data, etc. etc.