R package PortfolioEffectEstim. R interface to PortfolioEffect cloud service for estimating high frequency price variance, quarticity, microstructure noise variance, and other metrics in both aggregate and rolling window flavors. Constructed estimators could use client-side market data or access HF intraday price history for all major US Equities. See https://www.portfolioeffect.com/ for more information on the PortfolioEffect high frequency portfolio analytics platform.