%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname facmodTS %global packver 1.0 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 1.0 Release: 1%{?dist}%{?buildtag} Summary: Time Series Factor Models for Asset Returns 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-boot BuildRequires: R-CRAN-data.table BuildRequires: R-CRAN-lars BuildRequires: R-CRAN-lattice BuildRequires: R-CRAN-leaps BuildRequires: R-CRAN-PerformanceAnalytics BuildRequires: R-CRAN-PortfolioAnalytics BuildRequires: R-CRAN-R.cache BuildRequires: R-CRAN-corpcor BuildRequires: R-methods BuildRequires: R-CRAN-quadprog BuildRequires: R-CRAN-RobStatTM BuildRequires: R-CRAN-robustbase BuildRequires: R-CRAN-sandwich BuildRequires: R-CRAN-sn BuildRequires: R-CRAN-xts BuildRequires: R-CRAN-zoo Requires: R-CRAN-boot Requires: R-CRAN-data.table Requires: R-CRAN-lars Requires: R-CRAN-lattice Requires: R-CRAN-leaps Requires: R-CRAN-PerformanceAnalytics Requires: R-CRAN-PortfolioAnalytics Requires: R-CRAN-R.cache Requires: R-CRAN-corpcor Requires: R-methods Requires: R-CRAN-quadprog Requires: R-CRAN-RobStatTM Requires: R-CRAN-robustbase Requires: R-CRAN-sandwich Requires: R-CRAN-sn Requires: R-CRAN-xts Requires: R-CRAN-zoo %description Supports teaching methods of estimating and testing time series factor models for use in robust portfolio construction and analysis. Unique in providing not only classical least squares, but also modern robust model fitting methods which are not much influenced by outliers. Includes returns and risk decompositions, with user choice of standard deviation, value-at-risk, and expected shortfall risk measures. "Robust Statistics Theory and Methods (with R)", R. A. Maronna, R. D. Martin, V. J. Yohai, M. Salibian-Barrera (2019) . %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}