library(httr)
httr::set_config(config( ssl_verifypeer = 0L))
httr::set_config(config( ssl_verifyhost = 0L))
GET(url, authenticate(user = "user", password = "", type = "gssnegotiate"), verbose = TRUE)

-> GET /api/v1/Dimensions('Time')/Hierarchies('Time')/Subsets('Yesterday')/Elements HTTP/1.1
-> Host: myhostaddress.com:20049
-> User-Agent: libcurl/7.47.1 r-curl/1.2 httr/1.2.1
-> Accept-Encoding: gzip, deflate
-> Cookie: TM1SessionId=tbQcdXh4PsIHUQdkW_UyNQ
-> Accept: application/json, text/xml, application/xml, */*
->
<- HTTP/1.1 401 Unauthorized
<- Content-Type: text/plain
<- Content-Length: 0
<- Connection: keep-alive
<- OData-Version: 4.0
<- WWW-Authenticate: Kerberos
<-
*  Connection #0 to host myhostaddress.com left intact

library(RCurl)
getURL(url, user = "username", userpwd="", httpauth = 4, verbose = TRUE, ssl.verifypeer = FALSE, ssl.verifyhost = FALSE)

< HTTP/1.1 401 Unauthorized
< Content-Type: text/plain
< Content-Length: 0
< Connection: keep-alive
< OData-Version: 4.0
< Set-Cookie: TM1SessionId=WMSrJHGTps0RIbmjCCaW5w; Path=/api/; HttpOnly; Secure
< WWW-Authenticate: Kerberos
< WWW-Authenticate: Basic realm="TM1"