title: Importing rugarch R library into python
body: <p>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:</p>
  <pre><code>from rpy2.robjects.packages import importr
  import rpy2.robjects as robjects
  from rpy2.robjects import numpy2ri
  </code></pre>
  <p>the error happens when:</p>
  <pre><code>rugarch = importr('rugarch')
  RRuntimeError: Error in loadNamespace(name) : there is no package called 'rugarch'
  </code></pre>
  <p>I also tried to make it pointing the right folder as:</p>
  <pre><code>import rpy2.rinterface
  utils = importr(&quot;utils&quot;)
  
  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&quot;)
  </code></pre>
  <p>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:</p>
  <pre><code>utils.install_packages('rugarch')
  </code></pre>
  <p>but I get this error: RRuntimeError: Error in contrib.url(repos, &quot;source&quot;) :
  trying to use CRAN without setting a mirror.</p>
  <p>Can anybody help? I am stuck</p>