%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname facmodCS %global packver 1.0 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 1.0 Release: 1%{?dist}%{?buildtag} Summary: Cross-Section Factor Models License: GPL-2 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.5 Requires: R-core >= 3.5 BuildArch: noarch BuildRequires: R-CRAN-data.table BuildRequires: R-CRAN-xts BuildRequires: R-CRAN-zoo BuildRequires: R-CRAN-PerformanceAnalytics BuildRequires: R-CRAN-lattice BuildRequires: R-methods BuildRequires: R-CRAN-sn BuildRequires: R-CRAN-tseries BuildRequires: R-CRAN-robustbase BuildRequires: R-CRAN-RobStatTM Requires: R-CRAN-data.table Requires: R-CRAN-xts Requires: R-CRAN-zoo Requires: R-CRAN-PerformanceAnalytics Requires: R-CRAN-lattice Requires: R-methods Requires: R-CRAN-sn Requires: R-CRAN-tseries Requires: R-CRAN-robustbase Requires: R-CRAN-RobStatTM %description Linear cross-section factor model fitting with least-squares and robust fitting the 'lmrobdetMM()' function from 'RobStatTM'; related volatility, Value at Risk and Expected Shortfall risk and performance attribution (factor-contributed vs idiosyncratic returns); tabular displays of risk and performance reports; factor model Monte Carlo. The package authors would like to thank Chicago Research on Security Prices,LLC for the cross-section of about 300 CRSP stocks data (in the data.table object 'stocksCRSP', and S&P GLOBAL MARKET INTELLIGENCE for contributing 14 factor scores (a.k.a "alpha factors".and "factor exposures") fundamental data on the 300 companies in the data.table object 'factorSPGMI'. The 'stocksCRSP' and 'factorsSPGMI' data are not covered by the GPL-2 license, are not provided as open source of any kind, and they are not to be redistributed in any form. %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}