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How does that work when R is GPL licensed? Doesn't that make SQL server a derived work?

Revolution have their own implementation of R called OpenR.

No, that's not their own implementation. It's GNU r bundled with some extras

Not the same R implementation.

I see. Did they re-implement it from scratch?

MS owns Revolution Analytics, can't they just ignore the license [MS now] provided for public use?

Revolution analytics isn't a copyright holder of R, so no.