David Smith points out some of the work the Power BI team has done to integrate R into their product:
Power BI, Microsoft’s data visualization and reporting platform, has made great strides in the past year integrating the R language. This Computerworld article describes the recent advances with Power BI and R. In short, you can:
import data into Power BI by using an R script
cleanse and transform other data sources coming into Power BI using R functions
create custom charts in a Power BI dashboard using the R language, like these maps
Click through for more things you can do, as well as additional links and resources.