I am trying to call the R-programming package called
highfrequency in my Mathematica so that I can use its function
rCov. I tried to call this by using
Needs["RLink`"]; InstallR; install.packages; REvaluate["library(highfrequency)"]
Then, I receive the following error:
REvaluate::rerr: Failed to retrieve the value for variable or piece of code library(highfrequency). The following R error was encountered: Error in library (highfrequency) : there is no package called 'highfrequency' >>
This error is the same no matter what different R-packages I call within Mathematica.
However, I think the Mathematica command
REvaluate may not be appropriate in calling R-packages.
May I know how I can resolve this issue?