%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname INFOSET %global packver 4.0.6 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 4.0.6 Release: 1%{?dist}%{?buildtag} Summary: Computing a New Informative Distribution Set of Asset Returns License: GPL (>= 2) URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 2.10 Requires: R-core >= 2.10 BuildArch: noarch BuildRequires: R-CRAN-Matrix BuildRequires: R-CRAN-colorspace BuildRequires: R-CRAN-dendextend BuildRequires: R-CRAN-quadprog BuildRequires: R-CRAN-mixtools BuildRequires: R-stats BuildRequires: R-graphics Requires: R-CRAN-Matrix Requires: R-CRAN-colorspace Requires: R-CRAN-dendextend Requires: R-CRAN-quadprog Requires: R-CRAN-mixtools Requires: R-stats Requires: R-graphics %description Estimation of the most-left informative set of gross returns (i.e., the informative set). The procedure to compute the informative set adjusts the method proposed by Mariani et al. (2022a) and Mariani et al. (2022b) to gross returns of financial assets. This is accomplished through an adaptive algorithm that identifies sub-groups of gross returns in each iteration by approximating their distribution with a sequence of two-component log-normal mixtures. These sub-groups emerge when a significant change in the distribution occurs below the median of the financial returns, with their boundary termed as the “change point" of the mixture. The process concludes when no further change points are detected. The outcome encompasses parameters of the leftmost mixture distributions and change points of the analyzed financial time series. %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}