Hi folks, I am trying to play around with RCall by calling some R packages from Julia. Then I run into this issue (see below)
using RCall @rimport highmean as highmean ## Import the package highmean from r @rusing highmean srand(1234) Y1 = randn(5,10) Y2 = rand(5,10) julia> pval = rcopy(apval_Bai1996(Y1,Y2))[:pval] 0.026691441016612916 # Now I try to obtain a shrinkage estimate of the common covariance matrix based on Y1 and Y2 @rimport corpcor as corpcor ## Import the package highmean from r @rusing corpcor julia> sig = rcopy(corpcor.shrink.cov(vcat(Y1,Y2))) ERROR: UndefVarError: shrink not defined corpcor is installed in R on my machine. Thanks
