%global __brp_check_rpaths %{nil}
%global packname  CombinePortfolio
%global packver   0.4
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          0.4
Release:          3%{?dist}%{?buildtag}
Summary:          Estimation of Optimal Portfolio Weights by Combining SimplePortfolio Strategies

License:          GPL (>= 2)
URL:              https://cran.r-project.org/package=%{packname}
Source0:          %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz


BuildRequires:    R-devel >= 3.0.2
Requires:         R-core >= 3.0.2
BuildArch:        noarch

%description
Estimation of optimal portfolio weights as combination of simple portfolio
strategies, like the tangency, global minimum variance (GMV) or naive
(1/N) portfolio. It is based on a utility maximizing 8-fund rule. Popular
special cases like the Kan-Zhou(2007) 2-fund and 3-fund rule or the
Tu-Zhou(2011) estimator are nested.

%prep
%setup -q -c -n %{packname}


%build

%install

mkdir -p %{buildroot}%{rlibdir}
%{_bindir}/R CMD INSTALL -l %{buildroot}%{rlibdir} %{packname}
test -d %{packname}/src && (cd %{packname}/src; rm -f *.o *.so)
rm -f %{buildroot}%{rlibdir}/R.css

%files
%{rlibdir}/%{packname}