%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname bsvars %global packver 2.1.0 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 2.1.0 Release: 1%{?dist}%{?buildtag} Summary: Bayesian Estimation of Structural Vector Autoregressive Models License: GPL (>= 3) URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.5.0 Requires: R-core >= 3.5.0 BuildRequires: R-CRAN-Rcpp >= 1.0.7 BuildRequires: R-CRAN-RcppProgress >= 0.1 BuildRequires: R-CRAN-RcppTN BuildRequires: R-CRAN-GIGrvg BuildRequires: R-CRAN-R6 BuildRequires: R-CRAN-stochvol BuildRequires: R-CRAN-RcppArmadillo Requires: R-CRAN-Rcpp >= 1.0.7 Requires: R-CRAN-RcppProgress >= 0.1 Requires: R-CRAN-RcppTN Requires: R-CRAN-GIGrvg Requires: R-CRAN-R6 Requires: R-CRAN-stochvol %description Efficient algorithms for Bayesian estimation of Structural Vector Autoregressive (SVAR) models via Markov chain Monte Carlo methods. A wide range of SVAR models is considered, including homo- and heteroskedastic specifications and those with non-normal structural shocks. The heteroskedastic SVAR model setup is similar as in Woźniak & Droumaguet (2015) and Lütkepohl & Woźniak (2020) . The sampler of the structural matrix follows Waggoner & Zha (2003) , whereas that for autoregressive parameters follows Chan, Koop, Yu (2022) . The specification of Markov switching heteroskedasticity is inspired by Song & Woźniak (2021) , and that of Stochastic Volatility model by Kastner & Frühwirth-Schnatter (2014) . %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}