%global __brp_check_rpaths %{nil} %global packname pmhtutorial %global packver 1.5 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 1.5 Release: 3%{?dist}%{?buildtag} Summary: Minimal Working Examples for Particle Metropolis-Hastings License: GPL-2 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.2.3 Requires: R-core >= 3.2.3 BuildArch: noarch BuildRequires: R-CRAN-mvtnorm BuildRequires: R-CRAN-Quandl BuildRequires: R-grDevices BuildRequires: R-graphics BuildRequires: R-stats Requires: R-CRAN-mvtnorm Requires: R-CRAN-Quandl Requires: R-grDevices Requires: R-graphics Requires: R-stats %description Routines for state estimate in a linear Gaussian state space model and a simple stochastic volatility model using particle filtering. Parameter inference is also carried out in these models using the particle Metropolis-Hastings algorithm that includes the particle filter to provided an unbiased estimator of the likelihood. This package is a collection of minimal working examples of these algorithms and is only meant for educational use and as a start for learning to them on your own. %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}