%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname rumidas %global packver 0.1.2 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 0.1.2 Release: 1%{?dist}%{?buildtag} Summary: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS License: GPL-3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 4.0.0 Requires: R-core >= 4.0.0 BuildArch: noarch BuildRequires: R-stats >= 4.0.2 BuildRequires: R-utils >= 4.0.2 BuildRequires: R-CRAN-zoo >= 1.8.8 BuildRequires: R-CRAN-lubridate >= 1.7.9 BuildRequires: R-CRAN-maxLik >= 1.3.8 BuildRequires: R-CRAN-roll >= 1.1.4 BuildRequires: R-CRAN-Rdpack >= 1.0 BuildRequires: R-CRAN-xts >= 0.12.0 BuildRequires: R-CRAN-tseries >= 0.10.47 Requires: R-stats >= 4.0.2 Requires: R-utils >= 4.0.2 Requires: R-CRAN-zoo >= 1.8.8 Requires: R-CRAN-lubridate >= 1.7.9 Requires: R-CRAN-maxLik >= 1.3.8 Requires: R-CRAN-roll >= 1.1.4 Requires: R-CRAN-Rdpack >= 1.0 Requires: R-CRAN-xts >= 0.12.0 Requires: R-CRAN-tseries >= 0.10.47 %description Adds the MIxing-Data Sampling (MIDAS, Ghysels et al. (2007) ) components to a variety of GARCH and MEM (Engle (2002) , Engle and Gallo (2006) , and Amendola et al. (2024) ) models, with the aim of predicting the volatility with additional low-frequency (that is, MIDAS) terms. The estimation takes place through simple functions, which provide in-sample and (if present) and out-of-sample evaluations. 'rumidas' also offers a summary tool, which synthesizes the main information of the estimated model. There is also the possibility of generating one-step-ahead and multi-step-ahead forecasts. %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}