As R is Open Source SAP does not ship the R environment with SAP HANA. In order to be able to use the R integration described in this document, customers’ needs to download R from the open source community and install it on a different host than the HANA server and configure it accordingly. The R Integration is currently only supported on SLES 11 SP1 operating system.
SAP HANA Database – R Integration guide, http://help.sap.com/hana/hana_dev_r_emb_en.pdf
To download R, refer to http://www.r-project.org