I am very new to R, so please pardon me if this is a very very basic question.
I have written an R script, which does some calculations and at the end plots Box Plot. If
Here is how I did it: Pastebin link. Basically you need to tell the R package JavaGD
that you have a JFrame available where the R plots can be displayed.
The example in the answer of @John Colby just stores the plot as a file and then displays it in Java - also an option, but a somewhat indirect way to do it.
(Unfortunately for you my code is in Scala, but as that's quite similar to Java (I translated it from Java), I hope you will be able to translate it back. I used some JRI example as a base for it, and it uses only java classes.)