In [24], D. Muthiah proposed a strategy to define affine Kazhdan-Lusztig R-polynomials for Kac-Moody groups. Since then, Bardy-Panse, the first author and Rousseau have introduced in [6] the formalism of twin masures and we have extended combinatorial results from affine root systems to general Kac-Moody root systems in [15]. In this paper, we use these results to explicitly define affine R-Kazhdan-Lusztig polynomials for Kac-Moody groups. The construction is based on a path model lifting to twin masures. Conjecturally, these polynomials count the cardinality of intersections of opposite affine Schubert cells, as in the case of reductive groups.
