%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname HDShOP %global packver 0.1.5 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 0.1.5 Release: 1%{?dist}%{?buildtag} Summary: High-Dimensional Shrinkage Optimal Portfolios License: GPL-3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.5.0 Requires: R-core >= 3.5.0 BuildArch: noarch BuildRequires: R-CRAN-Rdpack BuildRequires: R-CRAN-lattice Requires: R-CRAN-Rdpack Requires: R-CRAN-lattice %description Constructs shrinkage estimators of high-dimensional mean-variance portfolios and performs high-dimensional tests on optimality of a given portfolio. The techniques developed in Bodnar et al. (2018 , 2019 , 2020 , 2021 ) are central to the package. They provide simple and feasible estimators and tests for optimal portfolio weights, which are applicable for 'large p and large n' situations where p is the portfolio dimension (number of stocks) and n is the sample size. The package also includes tools for constructing portfolios based on shrinkage estimators of the mean vector and covariance matrix as well as a new Bayesian estimator for the Markowitz efficient frontier recently developed by Bauder et al. (2021) . %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}