%global __brp_check_rpaths %{nil}
%global __requires_exclude ^libmpi
%global packname  matrisk
%global packver   0.1.0
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          0.1.0
Release:          1%{?dist}%{?buildtag}
Summary:          Macroeconomic-at-Risk

License:          GPL-3
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
BuildArch:        noarch
BuildRequires:    R-stats 
BuildRequires:    R-CRAN-quantreg 
BuildRequires:    R-CRAN-sn 
BuildRequires:    R-CRAN-dfoptim 
BuildRequires:    R-CRAN-plot3D 
Requires:         R-stats 
Requires:         R-CRAN-quantreg 
Requires:         R-CRAN-sn 
Requires:         R-CRAN-dfoptim 
Requires:         R-CRAN-plot3D 

%description
The Macroeconomics-at-Risk (MaR) approach is based on a two-step
semi-parametric estimation procedure that allows to forecast the full
conditional distribution of an economic variable at a given horizon, as a
function of a set of factors. These density forecasts are then be used to
produce coherent forecasts for any downside risk measure, e.g.,
value-at-risk, expected shortfall, downside entropy. Initially introduced
by Adrian et al. (2019) <doi:10.1257/aer.20161923> to reveal the
vulnerability of economic growth to financial conditions, the MaR approach
is currently extensively used by international financial institutions to
provide Value-at-Risk (VaR) type forecasts for GDP growth (Growth-at-Risk)
or inflation (Inflation-at-Risk). This package provides methods for
estimating these models. Datasets for the US and the Eurozone are
available to allow testing of the Adrian et al (2019) model. This package
constitutes a useful toolbox (data and functions) for private
practitioners, scholars as well as policymakers.

%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}