The "R Language in Computational Probability and Statistics" course focuses on teaching basic concepts and algorithms of mathematical statistics using the R programming language. Targeted at undergraduate students of NTUU "Igor Sikorsky Kyiv Polytechnic Institute," the course caters to those studying probability, statistics, and financial mathematics, with career paths in Financial Analytics, Data Science, and Machine Learning. Its objective is to acquaint students with essential topics in computational statistics through hands-on experience, offering a modern perspective on probability and its applications in Data Science. Utilizing R, a widely-used free programming language for scientific computing, students can immediately visualize their results. Moreover, R serves as a foundation for future courses in Machine Learning, Data Science, and Computer Statistics. The course comprises both lectures and practical sessions, providing a comprehensive learning experience.