This post was supposed to be a single post about how to install R packages in SQL Server Machine Learning Services, but once again I completely misjudged the scope of the topic. So this one post turned into a series of posts about how to install R packages in SQL Server Machine Learning Services and this is the first post in the series.
To see other posts in the series go to Install R Packages in SQL Server ML Services Series.
As you may know, I am in the process of writing the follow-up post to sp_execute_external_script and SQL Compute Context - I. However, I have a hard time getting into the flow of things, so I use any excuse I can, to not have to write. So when Dane Bax, a colleague of mine, contacted me a couple of days ago with a SQL Server Machine Learning Services problem, I jumped at the chance to help him, and also write a post about it.
Dane works for a sister company of Derivco as a data scientist and at both Derivco and the sister company - Microgaming we are now looking at using SQL Server Machine Learning Services.
His problem was that he wanted to use a CRAN package - bsts - which is not part of a standard SQL Server R installation. He tried a couple of things to get it installed but got errors, so he decided to get in touch with me.