To connect to Azure Cosmos DB, you can use either a DSN or an ODBC connection string. Both of these methods use the odbcConnect function.

Connect to a DSN

To connect using a DSN:

cnx <- odbcConnect("CData CosmosDB Sys")

Provide a Driver Connection String

To connect using an ODBC connection string:

cnx <- odbcDriverConnect(connection = "DRIVER={CData ODBC Driver for Azure Cosmos DB};AccountEndpoint=myAccountEndpoint;AccountKey=myAccountKey;")