Since Julia has a younger ecosystem, you won't always find the functionality you need for every task. In those cases, you're left with the choice to either:
Particularly for niche models in the field of statistics, you'll often find R packages that do not have Julia counterparts. Thankfully, Julia and R work together rather seamlessly through the help of one package.
You now know the basics of working in R from Julia. There are deeper depths to dive into on the topic (such as type conversions between R and Julia), but this should give you a start on using your favorite R package together with Julia.