R has been available for Windows since the very beginning, but if you have a Windows machine and want to use R within a Linux ecosystem, that's easy to do with the new Fall Creator's Update (version 1709). If you need access to the gcc toolchain for building R packages, or simply prefer the bash environment, it's easy to get things up and running.
Once you have things set up, you can launch a bash shell and run R at the terminal like you would in any Linux system. And that's because this is a Linux system: the Windows Subsystem for Linux is a complete Linux distribution running within Windows. This page provides the details on installing Linux on Windows, but here are the basic steps you need and how to get the latest version of R up and running within it.
First, Enable the Windows Subsystem for Linux option. Go to Control Panel > Programs > Turn Windows Features on or off (or just type "Windows Features" into the search box), and select the "Windows Subsystem for Linux" option. You'll need to reboot, just this once.
Next, you'll need to install your preferred distribution of Linux from the Microsoft Store. If you search for "Linux" in the store, you'll find an entry "Run Linux on Windows" which will provide you with the available distributions. I'm using "Ubuntu", which as of this writing is Ubuntu 16.04 (Xenial Xerus).
Once that's installed you can launch Ubuntu from the Start menu (just like any other app) to open a new bash shell window. The first time you launch, it will take a few minutes to install various components, and you'll also need to create a username and password. This is your Linux username, different from your Windows username. You'll automatically log in when you launch new Ubuntu sessions, but make sure you remember the password — you'll need it later.
From here you can go ahead and install R, but if you use the default Ubuntu repository you'll get an old version of R (R 3.2.3, from 2015). You probably want the latest version of R, so add CRAN as a new package repository for Ubuntu. You'll need to run these three commands as root, so enter the password you created above here if requested:
sudo echo "deb http://cloud.r-project.org/bin/linux/ubuntu xenial/" | sudo tee -a /etc/apt/sources.list
sudo apt-key adv --keyserver keyserver.ubuntu.com --recv-keys E084DAB9
sudo apt-get update
(Don't be surprised by the message
key E084DAB9: public key "Michael Rutter . That's how Ubuntu signs the R packages.)
Now you're all set to install the latest version of R, which can be done with:
sudo apt-get install r-base
And that's it! (Once all the dependencies install, anyway, which can take a while the first time.) Now you're all ready to run R from the Linux command line:
Note that you can access files on your Windows system from R — you'll find them at
/mnt/c/Users/. This FAQ on the WSL provides other useful tips, and for complete details refer to the Windows for Linux Subsystem Documentation.