Technological advances in molecular biology over the past decade have given rise to high dimensional and complex datasets offering the possibility to investigate biological associations between a range of genomic features and complex phenotypes. The analysis of this novel type of data generated unprecedented computational challenges which ultimately led to the definition and implementation of computationally efficient statistical models that were able to scale to genome-wide data, including Bayesian variable selection approaches. While extensive methodological work has been carried out in this area, only few methods capable of handling hundreds of thousands of predictors were implemented and distributed. Among these we recently proposed GUESS, a computationally optimised algorithm making use of graphics processing unit capabilities, which can accommodate multiple outcomes. In this paper we propose R2GUESS, an R package wrapping the original C++ source code. In addition to providing a user-friendly interface of the original code automating its parametrisation, and data handling, R2GUESS also incorporates many features to explore the data, to extend statistical inferences from the native algorithm (e.g., effect size estimation, significance assessment), and to visualize outputs from the algorithm. We first detail the model and its parametrisation, and describe in details its optimised implementation. Based on two examples we finally illustrate its statistical performances and flexibility.