SQL Server provides in‑database R execution through R Services (SQL Server 2016) and later Machine Learning Services (SQL Server 2017+). These allow running R scripts directly inside the SQL Server engine via sp_execute_external_script.
SQL Server includes its own R runtime and executes R scripts in‑database.
Integration is built‑in and supported by SQL Server’s extensibility framework.
Oracle provides Oracle R Enterprise (ORE), part of the Oracle Advanced Analytics option. It supports storing and running R scripts inside the Oracle Database server, using embedded R execution.
Oracle R Enterprise allows R scripts to run in R engines on the database server.
Fully supports embedded R execution accessible via both R and SQL interfaces.
MySQL has no built‑in R execution engine and cannot run R scripts inside the database server. You can connect to MySQL from R using packages like RMySQL, RMariaDB, or ODBC, but this is external connectivity, not embedded execution.
R connects to MySQL via RMySQL/DBI drivers; MySQL does not run R internally.
Research exists on embedding MySQL inside R (experimental academic work), but this is not part of MySQL itself.