For several standard models an R interface is available. The R-interface is convenient, but also less flexible: only the prepared models can be used, and data layouts are more restrictive compared to use of bayz script. For very large data sets the R interface is also less convenient: Rbayz works by R calling Bayz in the background, and waiting for Bayz to finish. This can 'freeze' your R sessions for a considerable time. Also memory use in the Rbayz version is heavier, because both R and bayz will load the data.
A separate file with R scripts is needed that is not in the standard bayz download. See the downloads page - Rbayz, how to obtain the Rbayz scripts.