Ginger Grant looks at how SQL Server R Services handles memory allocation:
While R is an open source language, there are a number of different versions of R and each handles memory a little differently. Knowing which version is being used is important, especially when the code is going to be migrated to a server. As part of a SQL Server implementation, there are three different versions of R which come into play. The first is standard open source R, commonly known as CRAN R. This is the standard open source version of R which runs code in memory and is single threaded. The next version which will be installed as part of a SQL Server Installation is Microsoft R Open. This version of R was written to take advantage of the Intel Math Kernel Libraries [MLK]. Using the libraries speeds up many statistical calculations which use matrix operations. It also adds multi-threading capability to R as the rewrite provides the ability to use all available cores and processors and process in parallel. More information on how it works and how much faster Microsoft R Open is compared to standard R is available here. To use Microsoft R Open, once it is installed, in Rstudio should automatically start using it. To check out what version of R that is in use, within R Studio, go to Tools->Global Options and look at the R version.
If you’re concerned about R Services taking up too much server memory, you should look at Resource Governor.