%global __brp_check_rpaths %{nil}
%global packname  imputeFin
%global packver   0.1.2
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          0.1.2
Release:          1%{?dist}%{?buildtag}
Summary:          Imputation of Financial Time Series with Missing Values and/or Outliers

License:          GPL-3
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-CRAN-MASS 
BuildRequires:    R-CRAN-zoo 
BuildRequires:    R-CRAN-mvtnorm 
BuildRequires:    R-CRAN-magrittr 
BuildRequires:    R-parallel 
Requires:         R-CRAN-MASS 
Requires:         R-CRAN-zoo 
Requires:         R-CRAN-mvtnorm 
Requires:         R-CRAN-magrittr 
Requires:         R-parallel 

%description
Missing values often occur in financial data due to a variety of reasons
(errors in the collection process or in the processing stage, lack of
asset liquidity, lack of reporting of funds, etc.). However, most data
analysis methods expect complete data and cannot be employed with missing
values. One convenient way to deal with this issue without having to
redesign the data analysis method is to impute the missing values. This
package provides an efficient way to impute the missing values based on
modeling the time series with a random walk or an autoregressive (AR)
model, convenient to model log-prices and log-volumes in financial data.
In the current version, the imputation is univariate-based (so no asset
correlation is used). In addition, outliers can be detected and removed.
The package is based on the paper: J. Liu, S. Kumar, and D. P. Palomar
(2019). Parameter Estimation of Heavy-Tailed AR Model With Missing Data
Via Stochastic EM. IEEE Trans. on Signal Processing, vol. 67, no. 8, pp.
2159-2172. <doi:10.1109/TSP.2019.2899816>.

%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
# 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}