NOTE: The preferred function plug-in solution is now the R Integration Pack -- please see https://rintegrationpack.codeplex.com/ for more details.

The R Integration Pack is an evolution of the FPWizard and a better approach for developing and deploying advanced analytics from R to MicroStrategy. The primary difference is in the ease-of-use of the two approaches:
Function Plug-in Wizard Project Description
The MicroStrategy Function Plug-in Wizard (FP Wizard) is a Visual Studio C++ Template for creating MicroStrategy Function Plug-ins, which allow the MicroStrategy Business Intelligence platform to execute a user's own custom functions.

Once the FP Wizard is installed, a new template will be available for your C++ projects. New C++ projects can be created using this template and the FP Wizard will allow you to specify all the relevant details, such as capturing each function's signature (inputs/outputs/properties). Once you finish entering the information about your function, the FP Wizard will create a C++ project with all code necessary for MicroStrategy to pass inputs to your functions and consume the results. All you need to do is add the function execution code, compile and deploy your DLL to MicroStrategy.