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According to landroni, R can also be easily integrated with Geany:
Download 0.19 (non-optional), then you need to set send_selection_unsafe=true in geany.conf and assign “Send selection to terminal” to a ctrl+r keybinding or similar.
As long as your Geany installation has support for the embedded virtual terminal emulator (VTE), you’re ready to go (as far as I know, this requirement excludes Windows). Start R in the terminal, write some R code and send the line or selection with ctrl+r.