The above chart was created with the plotly package, but you can also use htmlwidgets or any other R package that creates interactive graphics. The only restriction is that the output must be HTML, which can then be embedded into the Power BI dashboard or report. You can also publish reports including these interactive charts to the online Power BI service to share with others. (In this case though, you’re restricted to those R packages supported in Power BI online.)
Power BI now provides four custom interactive R charts, available as add-ins:
Time-series forecasting using the forecast package, with interactive range selection, data selection and tooltips (code)
I’d avoided doing too much with R visuals in Power BI because the output was so discordant—Power BI dashboards are often lively things, but the R visual would just sit there, limp and lifeless. I’m glad to see that this has changed.