%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname fHMM %global packver 1.4.0 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 1.4.0 Release: 1%{?dist}%{?buildtag} Summary: Fitting Hidden Markov Models to Financial Data License: GPL-3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 4.0.0 Requires: R-core >= 4.0.0 BuildRequires: R-CRAN-oeli >= 0.3.0 BuildRequires: R-CRAN-checkmate BuildRequires: R-CRAN-cli BuildRequires: R-CRAN-foreach BuildRequires: R-graphics BuildRequires: R-grDevices BuildRequires: R-CRAN-MASS BuildRequires: R-CRAN-padr BuildRequires: R-CRAN-pracma BuildRequires: R-CRAN-progress BuildRequires: R-CRAN-Rcpp BuildRequires: R-stats BuildRequires: R-utils BuildRequires: R-CRAN-RcppArmadillo Requires: R-CRAN-oeli >= 0.3.0 Requires: R-CRAN-checkmate Requires: R-CRAN-cli Requires: R-CRAN-foreach Requires: R-graphics Requires: R-grDevices Requires: R-CRAN-MASS Requires: R-CRAN-padr Requires: R-CRAN-pracma Requires: R-CRAN-progress Requires: R-CRAN-Rcpp Requires: R-stats Requires: R-utils %description Fitting (hierarchical) hidden Markov models to financial data via maximum likelihood estimation. See Oelschläger, L. and Adam, T. "Detecting Bearish and Bullish Markets in Financial Time Series Using Hierarchical Hidden Markov Models" (2021, Statistical Modelling) for a reference on the method. A user guide is provided by the accompanying software paper "fHMM: Hidden Markov Models for Financial Time Series in R", Oelschläger, L., Adam, T., and Michels, R. (2024, Journal of Statistical Software) . %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}