Currently, FME has the ability to interface with the R Project through the RCaller transformer. This requires knowledge of the R Project language.
It might be useful if FME had transformers that made it easy to harness specific functionality/algorithms possible in the R Project.
One example of just such an algorithm is the Minimum Spanning Tree.
My question for you is what R Project functionality/algorithms would you like to be easily accessible in FME? Another way to think about this is what statistical or analytical problems do you want to solve as part of an FME workflow?
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We have started to create custom transformers that use the RCaller to perform basic statistics like Correlation, T-Tests and Shapiro-Wilks tests. A list of these transformers and links to the FME Hub can be found here: Basic Statistical Custom Transformers
Would it require installing "R" or would it be shipped with FME (I mean "R")?
R is (primarily) licensed under GNU GPL Version 3, which prevents it from being shipped with FME. Users have to install R separately. The documentation has information on installing R for use with FME and the Knowledge Center has some articles on using it.