Importing rugarch R library into python

Question

I need to import into python the library rugarch of R for volatility forecast. This is just an example, which could be done entirely in python since it is univariate, however I have to apply later on a multivariate method for which I have not a python solution. So I have done the following:

from rpy2.robjects.packages import importr
import rpy2.robjects as robjects
from rpy2.robjects import numpy2ri

the error happens when:

rugarch = importr('rugarch')
RRuntimeError: Error in loadNamespace(name) : there is no package called 'rugarch'

I also tried to make it pointing the right folder as:

import rpy2.rinterface
utils = importr("utils")

base = importr('base')
print(base._libPaths())
got: C:/Users/simeone/Anaconda3/envs/Luigi/Lib/R/library

rugarch = importr('rugarch', lib_loc = C:/Users/simeone/Anaconda3/envs/Luigi/Lib/R/library")

still the same error: RRuntimeError: Error in loadNamespace(name) : there is no package called 'rugarch'. In addition I tried forcing the installation of rugarch as follows:

utils.install_packages('rugarch')

but I get this error: RRuntimeError: Error in contrib.url(repos, "source") : trying to use CRAN without setting a mirror.

Can anybody help? I am stuck

Answer 1

I decided to post an answer on this which works and can be of help for other people. The last command was working jbut the CRAN mirror was missing. SO the final code is:

from rpy2.robjects.packages import importr
import rpy2.robjects as robjects
from rpy2.robjects import numpy2ri

utils = importr("utils")
utils.chooseCRANmirror(ind=1) # this was missing
utils.install_packages('rugarch')
rugarch = importr('rugarch')