I need sp_configure for running R scripts in MS SQL. But whenever I am trying to run anything like 'EXECUTE sp_configure' or 'exec sp_execute_external_script', it says 'Could not find stored procedure 'sp_configure'.' and ''sp_execute_external_script' failed because it is not supported in the edition of this SQL Server instance 'A5DC0B2838AC'. See books online for more details on feature support in different SQL Server editions.'
I even tried to create system stored procedure sp_config but was getting error at this line of the procedure "EXEC %%ServerConfiguration( ConfigID = @confignum ).SetValue( Value = @configvalue )" and the error is Incorrect syntax near '%'
sp_configure options and RECONFIGURE are not available on Azure SQL Database as explained here. Some options are available using ALTER DATABASE SCOPED CONFIGURATION.
To run R scripts let me recommend you Azure Machine Learning or create a SQL Server VM on Azure.
You can now run R scripts on Azure SQL Database Machine Learning as documented here.