%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname ConnectednessApproach %global packver 1.0.3 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 1.0.3 Release: 1%{?dist}%{?buildtag} Summary: Connectedness Approach License: GPL-3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 4.1 Requires: R-core >= 4.1 BuildArch: noarch BuildRequires: R-CRAN-frequencyConnectedness BuildRequires: R-CRAN-rmgarch BuildRequires: R-CRAN-rugarch BuildRequires: R-CRAN-igraph BuildRequires: R-utils BuildRequires: R-CRAN-quantreg BuildRequires: R-CRAN-MASS BuildRequires: R-CRAN-progress BuildRequires: R-CRAN-glmnet BuildRequires: R-CRAN-xts BuildRequires: R-CRAN-zoo BuildRequires: R-CRAN-urca BuildRequires: R-CRAN-moments BuildRequires: R-CRAN-riskParityPortfolio BuildRequires: R-methods BuildRequires: R-CRAN-PerformanceAnalytics BuildRequires: R-CRAN-car BuildRequires: R-CRAN-L1pack Requires: R-CRAN-frequencyConnectedness Requires: R-CRAN-rmgarch Requires: R-CRAN-rugarch Requires: R-CRAN-igraph Requires: R-utils Requires: R-CRAN-quantreg Requires: R-CRAN-MASS Requires: R-CRAN-progress Requires: R-CRAN-glmnet Requires: R-CRAN-xts Requires: R-CRAN-zoo Requires: R-CRAN-urca Requires: R-CRAN-moments Requires: R-CRAN-riskParityPortfolio Requires: R-methods Requires: R-CRAN-PerformanceAnalytics Requires: R-CRAN-car Requires: R-CRAN-L1pack %description The estimation of static and dynamic connectedness measures is created in a modular and user-friendly way. Besides, the time domain connectedness approaches, this package further allows to estimate the frequency connectedness approach, the joint spillover index and the extended joint connectedness approach. In addition, all connectedness frameworks can be based upon orthogonalized and generalized VAR, QVAR, LASSO VAR, Ridge VAR, Elastic Net VAR and TVP-VAR models. Furthermore, the package includes the conditional, decomposed and partial connectedness measures as well as the pairwise connectedness index, influence index and corrected total connectedness index. Finally, a battery of datasets are available allowing to replicate a variety of connectedness papers. %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}