%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname VARDetect %global packver 0.1.7 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 0.1.7 Release: 1%{?dist}%{?buildtag} Summary: Multiple Change Point Detection in Structural VAR Models License: GPL-2 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.5.0 Requires: R-core >= 3.5.0 BuildRequires: R-CRAN-Rcpp >= 1.0.7 BuildRequires: R-stats BuildRequires: R-CRAN-MTS BuildRequires: R-CRAN-igraph BuildRequires: R-CRAN-pracma BuildRequires: R-graphics BuildRequires: R-CRAN-mvtnorm BuildRequires: R-CRAN-sparsevar BuildRequires: R-CRAN-lattice BuildRequires: R-CRAN-RcppArmadillo Requires: R-CRAN-Rcpp >= 1.0.7 Requires: R-stats Requires: R-CRAN-MTS Requires: R-CRAN-igraph Requires: R-CRAN-pracma Requires: R-graphics Requires: R-CRAN-mvtnorm Requires: R-CRAN-sparsevar Requires: R-CRAN-lattice %description Implementations of Thresholded Block Segmentation Scheme (TBSS) and Low-rank plus Sparse Two Step Procedure (LSTSP) algorithms for detecting multiple changes in structural VAR models. The package aims to address the problem of change point detection in piece-wise stationary VAR models, under different settings regarding the structure of their transition matrices (autoregressive dynamics); specifically, the following cases are included: (i) (weakly) sparse, (ii) structured sparse, and (iii) low rank plus sparse. It includes multiple algorithms and related extensions from Safikhani and Shojaie (2020) and Bai, Safikhani and Michailidis (2020) . %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}