It would be nice to see how others have integrated R with SQL Server. Using the RODBC package is great for initiating DB interactions from R but there didn't seem to be any way to call R from SQL Server (2008).

We had a need to call R scripts from within SQL but didn't want to go to the effort and overhead of using an xp_cmdshell approach - this approach has security and performance considerations of needed to start a new process for each request.

What we came up with as a prototype was a subscribe/publish approach using request/response tables in SQL Server and one or more continuously running R processes to service the requests and return results in other tables. This would also allow us to have distributed farms of R processes as needed. Not real-time but responsive enough for our needs.