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I am creating a custom module in Azure ML studio which will use the kNN the function of the VIM package for missing data imputation. However, the VIM package is not supported under CRAN3.1 in azure ML or in other words this package is not available by default in ML studio. So the newly created custom module gives an error in loading VIM package when I run the experiment using the custom module.

Is there any way in which I can make VIM available within the context of the custom module?

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If you have installed Vim in your standard R module then it should work in even in your custom module. 

You can  add zip in xml as given below:

<Input id="zippedData" name="Zip Input" type="Zip" IsOptional="false">

    <Description>Zip files to be extracted to the R working directory.</Description>

   </Input>

Add this in your source file:

install.packages("src/vim.zip", lib = ".", repos=NULL, verbose=TRUE)

library(VIM, lib.loc=".", verbose=TRUE)

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