%global __brp_check_rpaths %{nil} %global packname sdprisk %global packver 1.1-6 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 1.1.6 Release: 3%{?dist}%{?buildtag} Summary: Measures of Risk for the Compound Poisson Risk Process withDiffusion License: AGPL-3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel Requires: R-core BuildRequires: R-CRAN-PolynomF >= 2.0.0 BuildRequires: R-CRAN-numDeriv BuildRequires: R-CRAN-rootSolve BuildRequires: R-utils BuildRequires: R-stats Requires: R-CRAN-PolynomF >= 2.0.0 Requires: R-CRAN-numDeriv Requires: R-CRAN-rootSolve Requires: R-utils Requires: R-stats %description Based on the compound Poisson risk process that is perturbed by a Brownian motion, saddlepoint approximations to some measures of risk are provided. Various approximation methods for the probability of ruin are also included. Furthermore, exact values of both the risk measures as well as the probability of ruin are available if the individual claims follow a hypo-exponential distribution (i. e., if it can be represented as a sum of independent exponentially distributed random variables with different rate parameters). For more details see Gatto and Baumgartner (2014) . %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}