The Azure IoT Device Workbench is a Visual Studio Code extension that provides an integrated environment to code, build, deploy, and debug your IoT device project with multiple Azure services ...
Fortunately, Visual Studio Code has a little terminal you can use to run commands without needing to swap between windows.
This VS Code extension provides support for the R programming language, including features such as R language service based on code analysis, interacting with R terminals, viewing data, plots, ...