@jangorecki: rsqlserver depends on rClr which in turn depends on the .Net framework. Therefore it may have performance issues similar to RJDBC/RSQLServer due to the marshalling of objects from native to managed. Can't tell for sure since on my test machine rClr failed to install due to a failure to download NuGet package http://www.nuget.org/packages/DynamicInterop It's unclear what the root cause is. Here's what I tried in case that helps: - bash sudo apt-get install libssl-dev libcurl4-openssl-dev libxml2-dev mono-complete libglib2.0-dev libmonosgen-2.0-dev - R install.packages("devtools") library(devtools) install_github("jmp75/rClr") # fails

Nice; I didn't know about the public AdventureWorks. I was not able to get RSQLServer to work with it, while it works fine with my DB. Not sure why. If anyone has ideas, let me know. I was however able to get RODBC and RJDBC to work. Here are the corresponding code snippets: library(RODBC) conn <- odbcDriverConnect("Driver=SQL Server;Server=mhknbn2kdz.database.windows.net;Database=AdventureWorks2012;Uid=sqlfamily;Pwd=sqlf@m1ly") sqlQuery(conn, "SELECT TOP 2 * FROM Person.Person") close(conn) library(RJDBC) drv <- JDBC( driverClass = "com.microsoft.sqlserver.jdbc.SQLServerDriver", classPath = "C:/JDBC/Microsoft JDBC Driver 4.1 for SQL Server/sqljdbc_4.1/enu/sqljdbc41.jar") conn <- dbConnect(drv, "jdbc:sqlserver://mhknbn2kdz.database.windows.net", database = "AdventureWorks2012", "sqlfamily", "sqlf@m1ly") dbGetQuery(conn, "SELECT TOP 2 * FROM Person.Person") dbDisconnect(conn)

@Jeroen: oops, you're right, RMySQL doesn't require the JDK. Thanks for pointing it out!

@Carlos Windows 7 64bit should be OK. The clients I tested are: Windows 8.1, 10 "insider preview" and Server 2012 (all 64bit). @Yolanda I didn't find a DocumentDB R package or ODBC driver. It does however provide a REST API. So it should be possible to query DocumentDB from R, maybe with the rjson package. Sounds like a great topic for a subsequent post :)