%global __brp_check_rpaths %{nil} %global packname PortfolioOptim %global packver 1.1.1 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 1.1.1 Release: 3%{?dist}%{?buildtag} Summary: Small/Large Sample Portfolio Optimization License: GNU General Public License version 3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.3.0 Requires: R-core >= 3.3.0 BuildArch: noarch BuildRequires: R-CRAN-Rsymphony Requires: R-CRAN-Rsymphony %description Two functions for financial portfolio optimization by linear programming are provided. One function implements Benders decomposition algorithm and can be used for very large data sets. The other, applicable for moderate sample sizes, finds optimal portfolio which has the smallest distance to a given benchmark portfolio. %prep %setup -q -c -n %{packname} %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 %files %{rlibdir}/%{packname}