%global __brp_check_rpaths %{nil} %global packname finiteruinprob %global packver 0.6 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 0.6 Release: 3%{?dist}%{?buildtag} Summary: Computation of the Probability of Ruin Within a Finite TimeHorizon License: AGPL-3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel Requires: R-core BuildArch: noarch BuildRequires: R-CRAN-sdprisk BuildRequires: R-CRAN-numDeriv BuildRequires: R-utils BuildRequires: R-methods Requires: R-CRAN-sdprisk Requires: R-CRAN-numDeriv Requires: R-utils Requires: R-methods %description In the Cramér–Lundberg risk process perturbed by a Wiener process, this packages provides approximations to the probability of ruin within a finite time horizon. Currently, there are three methods implemented: The first one uses saddlepoint approximation (two variants are provided), the second one uses importance sampling and the third one is based on the simulation of a dual process. This last method is not very accurate and only given here for completeness. %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}