I am new in R and I am working with a datasets that has more than 5 millions of observations. So I thought that it would be a good idea to use RStudio on a virtual machine instead of using it on my local machine. I am reading the documentation about virtual machines and RServer but it is still not clear to me if I have to use Microsoft R Server to create a VIM and then just install Rstudio as I would do in my local machine or if I can create a generic VIM and then install RStudio. Which is the correct way? Why? If both of these options are possible, which one is the best? Please help me. Sorry for my confusion.
You can do either. If you are using Azure (which I think you are given that you mention Microsoft R Server), there is also the Data Science VM, which will come preinstalled with RStudio and many other useful programs.
R Server is more for production workloads with R, so unless you are planning that you could probably stick with the Data Science VM. If you end up choosing this option, you can connect directly to an RStudio instance on the R Server from the Azure portal.