%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname PINstimation %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: Estimation of the Probability of Informed Trading License: GPL (>= 3) URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.5.0 Requires: R-core >= 3.5.0 BuildArch: noarch BuildRequires: R-CRAN-Rdpack BuildRequires: R-CRAN-knitr BuildRequires: R-methods BuildRequires: R-CRAN-skellam BuildRequires: R-CRAN-nloptr BuildRequires: R-CRAN-furrr BuildRequires: R-CRAN-future BuildRequires: R-CRAN-dplyr BuildRequires: R-CRAN-rmarkdown BuildRequires: R-CRAN-coda Requires: R-CRAN-Rdpack Requires: R-CRAN-knitr Requires: R-methods Requires: R-CRAN-skellam Requires: R-CRAN-nloptr Requires: R-CRAN-furrr Requires: R-CRAN-future Requires: R-CRAN-dplyr Requires: R-CRAN-rmarkdown Requires: R-CRAN-coda %description A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various estimation methods suggested in the literature are included. Additional compelling features comprise posterior probabilities, an implementation of an expectation-maximization (EM) algorithm, and PIN decomposition into layers, and into bad/good components. Versatile data simulation tools, and trade classification algorithms are among the supplementary utilities. The package provides fast, compact, and precise utilities to tackle the sophisticated, error-prone, and time-consuming estimation procedure of informed trading, and this solely using the raw trade-level data. %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}