Consider the following scenario:
You have SQL Server 2016 Express Edition installed.
You connect to the SQL Server from R Script by using the SP_EXECUTE_EXTERNAL_SCRIPT procedure.
In this scenario, you cannot connect to the SQL Server when you use the Trusted_Connection=true option for automatic Windows Authentication when an explicit user name and password is needed.
The fix for this issue is included in the following cumulative update for SQL Server:
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server:
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
Learn about the terminology Microsoft uses to describe software updates.