%global __brp_check_rpaths %{nil}
%global __requires_exclude ^libmpi
%global packname  SVDNF
%global packver   0.1.11
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          0.1.11
Release:          1%{?dist}%{?buildtag}
Summary:          Discrete Nonlinear Filtering for Stochastic Volatility Models

License:          GPL-3
URL:              https://cran.r-project.org/package=%{packname}
Source0:          %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz


BuildRequires:    R-devel
Requires:         R-core
BuildRequires:    R-CRAN-Rcpp >= 1.0.9
BuildRequires:    R-methods 
BuildRequires:    R-CRAN-zoo 
BuildRequires:    R-CRAN-xts 
Requires:         R-CRAN-Rcpp >= 1.0.9
Requires:         R-methods 
Requires:         R-CRAN-zoo 
Requires:         R-CRAN-xts 

%description
Implements the discrete nonlinear filter (DNF) of Kitagawa (1987)
<doi:10.1080/01621459.1987.10478534> to a wide class of stochastic
volatility (SV) models with return and volatility jumps following the work
of Bégin and Boudreault (2021) <doi:10.1080/10618600.2020.1840995> to
obtain likelihood evaluations and maximum likelihood parameter estimates.
Offers several built-in SV models and a flexible framework for users to
create customized models by specifying drift and diffusion functions along
with an arrival distribution for the return and volatility jumps. Allows
for the estimation of factor models with stochastic volatility (e.g.,
heteroskedastic volatility CAPM) by incorporating expected return
predictors. Also includes functions to compute filtering and prediction
distribution estimates, to simulate data from built-in and custom SV
models with jumps, and to forecast future returns and volatility values
using Monte Carlo simulation from a given SV model.

%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}