[moseandre]

R is great for fitting models and so on as explained by others. Most R functions expect a 2d matrix or table-like input.

SQL is great for choosing which columns to get out of multiple tables, somehow combined, as well as to filter which rows. If the end result is ready for R to use in modeling, that's great.

R can struggle to index and manipulate large datasets for combining/selecting columns and filtering rows, but that's the really nice stuff in SQL. They work well enough together and it's really no big deal to set both up.