Even been wanting for some time to check out the F# R Type Provider: http://bluemountaincapital.github.io/FSharpRProvider/ Unfortunately it appears to be Windows-only, and my curiosity hasn't yet reached the point that I'd boot into Windows.
It also looks like it's been unmaintained for several years, and it talks about supporting R 2.x. R 4.0 has enough changes to the language internals that I'm not sure it would work with recent versions.