[R-SIG-Finance] a question about highfrequency

[yuanchaowen at gmail.com]

Dear all,

I am fairly new in using R. I want to use the highfrequency package to calculate the spot volatility and its periodic component.
But the spotvol function seems doesn't work. Can anyone help?

library("highfrequency")
load("1mindata.RData")

vol1 <- spotvol(aaa1min, on="minutes",k=1, marketclose = "15:00:00")

Thank you very much in advanced. 
Sincerely.
Chaowen
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