I got excited when I heard that Microsoft was making it possible for developers to run R within SQL Server. I downloaded SQL Server 2016 CTP2 as soon as I could to test it out, and discovered that it wasn't included. I'm told that they're "hoping" to include it in the next release.
Sigh. I wish Microsoft made it easier to see what was included in each release. In the meantime, I guess all I can do is wait a few months for the next release and hope for the best.