If I type:

Sys.setlocale("LC_TIME", "fr_FR.UTF-8")

data.frame(day_number=1:7) %>% 
     mutate(day_of_week  = wday(day_number, label = TRUE))

Then the first day of the week appears to be Sunday (Dim), when French people normally use Monday as first day of the week. Is there a way to encode this with setlocale?