%global __brp_check_rpaths %{nil}
%global packname  FinCovRegularization
%global packver   1.1.0
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          1.1.0
Release:          3%{?dist}%{?buildtag}
Summary:          Covariance Matrix Estimation and Regularization for Finance

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


BuildRequires:    R-devel >= 2.10
Requires:         R-core >= 2.10
BuildArch:        noarch
BuildRequires:    R-stats 
BuildRequires:    R-graphics 
BuildRequires:    R-CRAN-quadprog 
Requires:         R-stats 
Requires:         R-graphics 
Requires:         R-CRAN-quadprog 

%description
Estimation and regularization for covariance matrix of asset returns. For
covariance matrix estimation, three major types of factor models are
included: macroeconomic factor model, fundamental factor model and
statistical factor model. For covariance matrix regularization, four
regularized estimators are included: banding, tapering, hard-thresholding
and soft- thresholding. The tuning parameters of these regularized
estimators are selected via cross-validation.

%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}