%global __brp_check_rpaths %{nil} %global packname jubilee %global packver 0.3.3 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 0.3.3 Release: 3%{?dist}%{?buildtag} Summary: Forecasting Long-Term Growth of the U.S. Stock Market andBusiness Cycles License: Artistic-2.0 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-readxl >= 1.3.1 BuildRequires: R-stats BuildRequires: R-CRAN-yaml BuildRequires: R-utils BuildRequires: R-CRAN-xts BuildRequires: R-CRAN-zoo BuildRequires: R-splines BuildRequires: R-parallel BuildRequires: R-graphics BuildRequires: R-methods BuildRequires: R-CRAN-data.table BuildRequires: R-CRAN-dplyr Requires: R-CRAN-readxl >= 1.3.1 Requires: R-stats Requires: R-CRAN-yaml Requires: R-utils Requires: R-CRAN-xts Requires: R-CRAN-zoo Requires: R-splines Requires: R-parallel Requires: R-graphics Requires: R-methods Requires: R-CRAN-data.table Requires: R-CRAN-dplyr %description A long-term forecast model called "Jubilee-Tectonic model" is implemented to forecast future returns of the U.S. stock market, Treasury yield, and gold price. The five-factor model forecasts the 10-year and 20-year future equity returns with high R-squared above 80 percent. It is based on linear growth and mean reversion characteristics in the U.S. stock market. This model also enhances the CAPE model by introducing the hypothesis that there are fault lines in the historical CAPE, which can be calibrated and corrected through statistical learning. In addition, it contains a module for business cycles, optimal interest rate, and recession forecasts. %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}