%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname BGVAR %global packver 2.5.8 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 2.5.8 Release: 1%{?dist}%{?buildtag} Summary: Bayesian Global Vector Autoregressions License: GPL-3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.5.0 Requires: R-core >= 3.5.0 BuildRequires: R-CRAN-stochvol >= 3.0.3 BuildRequires: R-CRAN-Rcpp >= 1.0.3 BuildRequires: R-CRAN-abind BuildRequires: R-CRAN-bayesm BuildRequires: R-CRAN-coda BuildRequires: R-CRAN-GIGrvg BuildRequires: R-graphics BuildRequires: R-CRAN-knitr BuildRequires: R-CRAN-MASS BuildRequires: R-CRAN-Matrix BuildRequires: R-methods BuildRequires: R-parallel BuildRequires: R-CRAN-RcppParallel BuildRequires: R-CRAN-readxl BuildRequires: R-stats BuildRequires: R-utils BuildRequires: R-CRAN-xts BuildRequires: R-CRAN-zoo BuildRequires: R-CRAN-RcppArmadillo BuildRequires: R-CRAN-RcppProgress Requires: R-CRAN-stochvol >= 3.0.3 Requires: R-CRAN-Rcpp >= 1.0.3 Requires: R-CRAN-abind Requires: R-CRAN-bayesm Requires: R-CRAN-coda Requires: R-CRAN-GIGrvg Requires: R-graphics Requires: R-CRAN-knitr Requires: R-CRAN-MASS Requires: R-CRAN-Matrix Requires: R-methods Requires: R-parallel Requires: R-CRAN-RcppParallel Requires: R-CRAN-readxl Requires: R-stats Requires: R-utils Requires: R-CRAN-xts Requires: R-CRAN-zoo %description Estimation of Bayesian Global Vector Autoregressions (BGVAR) with different prior setups and the possibility to introduce stochastic volatility. Built-in priors include the Minnesota, the stochastic search variable selection and Normal-Gamma (NG) prior. For a reference see also Crespo Cuaresma, J., Feldkircher, M. and F. Huber (2016) "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach", Journal of Applied Econometrics, Vol. 31(7), pp. 1371-1391 . Post-processing functions allow for doing predictions, structurally identify the model with short-run or sign-restrictions and compute impulse response functions, historical decompositions and forecast error variance decompositions. Plotting functions are also available. The package has a companion paper: Boeck, M., Feldkircher, M. and F. Huber (2022) "BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R", Journal of Statistical Software, Vol. 104(9), pp. 1-28 . %prep %setup -q -c -n %{packname} # fix end of executable files find -type f -executable -exec grep -Iq . {} \; -exec sed -i -e '$a\' {} \; # prevent binary stripping [ -d %{packname}/src ] && find %{packname}/src -type f -exec \ sed -i 's@/usr/bin/strip@/usr/bin/true@g' {} \; || true [ -d %{packname}/src ] && find %{packname}/src/Make* -type f -exec \ sed -i 's@-g0@@g' {} \; || true # don't allow local prefix in executable scripts find -type f -executable -exec sed -Ei 's@#!( )*/usr/local/bin@#!/usr/bin@g' {} \; %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 # remove buildroot from installed files find %{buildroot}%{rlibdir} -type f -exec sed -i "s@%{buildroot}@@g" {} \; %files %{rlibdir}/%{packname}