David Smith notes that Azure SQL Database now has (in preview) support for R:
Azure SQL Database, the database-as-a-service based on Microsoft SQL Server, now offers R integration. (The service is currently in preview; details on how to sign up for the preview are provided in that link.) While you’ve been able to run R in SQL Server in the cloud since the release of SQL Server 2016 by running a virtual machine, Azure SQL Database is a fully-managed instance that doesn’t require you to set up and maintain the underlying infrastructure. You just choose the size and scale of the database you want to manage, and then connect to it like any other SQL Server instance. (If you want to learn how to set up an Azure SQL database, this Microsoft Learn module is a good place to start.)
Python and Java are not yet supported, but I’d imagine that they’ll be on the way too.