I am trying to connect to Azure SQL Datawarehouse using RStudio. The only Authentication that is setup on the warehouse is Active Directory Password Authentication. I tried using the below connection string.
connectionString="Data Source = abc.database.secure.windows.net; Authentication=Active Directory Password; Initial Catalog=dbo; UID='UserName'; PWD= ;
It fails with "neither DSN nor SERVER keywork supplied" . And I dont want to set up a DSN as I am building a front end app and it must be portable.
I tried RODBC too ..but couldn't get much help with Active Dir Authentication.