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functions - How can I call the R-programming packages in my Mathematica?


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?





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