%global __brp_check_rpaths %{nil}
%global packname  segMGarch
%global packver   1.2
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          1.2
Release:          3%{?dist}%{?buildtag}
Summary:          Multiple Change-Point Detection for High-Dimensional GARCHProcesses

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


BuildRequires:    R-devel
Requires:         R-core
BuildRequires:    R-CRAN-Rcpp >= 0.12.12
BuildRequires:    R-CRAN-foreach 
BuildRequires:    R-CRAN-iterators 
BuildRequires:    R-CRAN-doParallel 
BuildRequires:    R-CRAN-fGarch 
BuildRequires:    R-CRAN-corpcor 
BuildRequires:    R-CRAN-mvtnorm 
BuildRequires:    R-methods 
BuildRequires:    R-CRAN-RcppArmadillo 
Requires:         R-CRAN-Rcpp >= 0.12.12
Requires:         R-CRAN-foreach 
Requires:         R-CRAN-iterators 
Requires:         R-CRAN-doParallel 
Requires:         R-CRAN-fGarch 
Requires:         R-CRAN-corpcor 
Requires:         R-CRAN-mvtnorm 
Requires:         R-methods 

%description
Implements a segmentation algorithm for multiple change-point detection in
high-dimensional GARCH processes. It simultaneously segments GARCH
processes by identifying 'common' change-points, each of which can be
shared by a subset or all of the component time series as a change-point
in their within-series and/or cross-sectional correlation structure.

%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}