%global __brp_check_rpaths %{nil}
%global __requires_exclude ^libmpi
%global packname  invgamstochvol
%global packver   1.0.0
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          1.0.0
Release:          1%{?dist}%{?buildtag}
Summary:          Obtains the Log Likelihood for an Inverse Gamma Stochastic Volatility Model

License:          MIT + file LICENSE
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
BuildRequires:    R-CRAN-Rcpp >= 1.0.10
BuildRequires:    R-CRAN-RcppArmadillo 
Requires:         R-CRAN-Rcpp >= 1.0.10

%description
Computes the log likelihood for an inverse gamma stochastic volatility
model using a closed form expression of the likelihood. The details of the
computation of this closed form expression are given in Gonzalez and
Majoni (2023) <http://rcea.org/RePEc/pdf/wp23-11.pdf> . The closed form
expression is obtained for a stationary inverse gamma stochastic
volatility model by marginalising out the volatility. This allows the user
to obtain the maximum likelihood estimator for this non linear non
Gaussian state space model. In addition, the user can obtain the estimates
of the smoothed volatility using the exact smoothing distributions.

%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}