Sample entropy is a powerful tool for analyzing the complexity and irregularity of physiology signals which may be associated with human health. Nevertheless, the sophistication of its calculation hinders its universal application. As of today, the R language provides multiple open-source packages for calculating sample entropy. All of which, however, are designed for different scenarios. Therefore, when searching for a proper package, the investigators would be confused on the parameter setting and selection of algorithms. To ease their selection, we have explored the functions of five existing R packages for calculating sample entropy and have compared their computing capability in several dimensions. We used four published datasets on respiratory and heart rate to study their input parameters, types of entropy, and program running time. In summary, NonlinearTseries and CGManalyzer can provide the analysis of sample entropy with different embedding dimensions and similarity thresholds. CGManalyzer is a good choice for calculating multiscale sample entropy of physiological signal because it not only shows sample entropy of all scales simultaneously but also provides various visualization plots. MSMVSampEn is the only package that can calculate multivariate multiscale entropies. In terms of computing time, NonlinearTseries, CGManalyzer, and MSMVSampEn run significantly faster than the other two packages. Moreover, we identify the issues in MVMSampEn package. This article provides guidelines for researchers to find a suitable R package for their analysis and applications using sample entropy.