I'm trying to create shiny app in shiny.io which requires access to a MySQL database which is located in my local machine. Is it possible to use RMySQL to connect to the local database by shiny.io? And how can I do that?
I'm a little "late" with my answer, but keep in mind that if you are deploying to shiny.io then "localhost" is pointing to shiny.io and there is no mysql for you there :-) So you should have to open your MySQL server and use your public IP address in "host" variable. Not that I am proposing this, from the security point of view it is not wise to open your MySQL server to the public. If you follow this way, at least, you should filter connections to only allow the IP address of shiny.io.
Another solution -more reasonable, in my opinion- might be to use an already public server that offers you a persistence layer, such as mongohq.com (now compose.io). They use MongoDB (not MySQL) but it could satisfy your needs (and you will get a 512MB RAM testing server for free). You may want to study this working example that uses shiny.io and mongo in order to start your project up.