As of PA 1.0 SP11, it's planned to have the "generic R" and "generic HANA R" features available in PA, meaning you could use your custom R code in PA like you would one of the native algos.
PA 1.0 SP11 is also planned to be able to save your PA models into HANA as procedures.
It's not clear at this point whether this included models with custom R algos, but I suppose it does (with "generic HANA R" algos).
Again, these are planned features, not confirmed. They may come just in later releases, or not even be released at all (low chance to happen, but...).
Best regards,
Henrique.