File R-BayesianFactorZoo.spec of Package R-BayesianFactorZoo
# Automatically generated by CRAN2OBS
#
# Spec file for package BayesianFactorZoo
# This file is auto-generated using information in the package source,
# esp. Description and Summary. Improvements in that area should be
# discussed with upstream.
#
# Copyright (c) 2025 SUSE LINUX GmbH, Nuernberg, Germany.
#
# All modifications and additions to the file contributed by third parties
# remain the property of their copyright owners, unless otherwise agreed
# upon. The license for this file, and modifications and additions to the
# file, is the same license as for the pristine package itself (unless the
# license for the pristine package is not an Open Source License, in which
# case the license is the MIT License). An "Open Source License" is a
# license that conforms to the Open Source Definition (Version 1.9)
# published by the Open Source Initiative.
#
# Please submit bugfixes or comments via http://bugs.opensuse.org/
#
%global packname BayesianFactorZoo
%global rlibdir %{_libdir}/R/library
Name: R-%{packname}
Version: 0.0.0.3
Release: 0
Summary: Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Group: Development/Libraries/Other
License: GPL-3
URL: http://cran.r-project.org/web/packages/%{packname}
Source: BayesianFactorZoo_0.0.0.3.tar.gz
Requires: R-base
Requires: R-MCMCpack
Requires: R-reshape2
Requires: R-timeSeries
Requires: R-coda
Requires: R-mvtnorm
Requires: R-matrixcalc
Requires: R-ggplot2
Requires: R-nse
Requires: R-Rdpack
Requires: R-cli
Requires: R-gtable
Requires: R-isoband
Requires: R-lifecycle
Requires: R-rlang
Requires: R-S7
Requires: R-scales
Requires: R-vctrs
Requires: R-withr
Requires: R-mcmc
Requires: R-quantreg
Requires: R-Rcpp
Requires: R-mcmcse
Requires: R-np
Requires: R-sandwich
Requires: R-rbibutils
Requires: R-plyr
Requires: R-stringr
Requires: R-timeDate
Requires: R-glue
Requires: R-ellipse
Requires: R-fftwtools
Requires: R-testthat
Requires: R-RcppArmadillo
Requires: R-cubature
Requires: R-quadprog
Requires: R-SparseM
Requires: R-MatrixModels
Requires: R-zoo
Requires: R-farver
Requires: R-labeling
Requires: R-R6
Requires: R-RColorBrewer
Requires: R-viridisLite
Requires: R-magrittr
Requires: R-stringi
Requires: R-brio
Requires: R-callr
Requires: R-desc
Requires: R-digest
Requires: R-evaluate
Requires: R-jsonlite
Requires: R-pkgload
Requires: R-praise
Requires: R-processx
Requires: R-ps
Requires: R-waldo
Requires: R-fs
Requires: R-pkgbuild
Requires: R-rprojroot
Requires: R-diffobj
Requires: R-crayon
# %%if 0%%{?sle_version} > 120400 || 0%%{?is_opensuse}
# # Three others commonly needed
# BuildRequires: tex(ae.sty)
# BuildRequires: tex(fancyvrb.sty)
# BuildRequires: tex(inconsolata.sty)
# BuildRequires: tex(natbib.sty)
# %else
# BuildRequires: texlive
# %endif
# BuildRequires: texinfo
BuildRequires: fdupes
BuildRequires: R-base
BuildRequires: R-MCMCpack
BuildRequires: R-reshape2
BuildRequires: R-timeSeries
BuildRequires: R-coda
BuildRequires: R-mvtnorm
BuildRequires: R-matrixcalc
BuildRequires: R-ggplot2
BuildRequires: R-nse
BuildRequires: R-Rdpack
BuildRequires: R-cli
BuildRequires: R-gtable
BuildRequires: R-isoband
BuildRequires: R-lifecycle
BuildRequires: R-rlang
BuildRequires: R-S7
BuildRequires: R-scales
BuildRequires: R-vctrs
BuildRequires: R-withr
BuildRequires: R-mcmc
BuildRequires: R-quantreg
BuildRequires: R-Rcpp-devel
BuildRequires: R-mcmcse
BuildRequires: R-np
BuildRequires: R-sandwich
BuildRequires: R-rbibutils
BuildRequires: R-plyr
BuildRequires: R-stringr
BuildRequires: R-timeDate
BuildRequires: R-glue
BuildRequires: R-ellipse
BuildRequires: R-fftwtools
BuildRequires: R-testthat
BuildRequires: R-RcppArmadillo-devel
BuildRequires: R-cubature
BuildRequires: R-quadprog
BuildRequires: R-SparseM
BuildRequires: R-MatrixModels
BuildRequires: R-zoo
BuildRequires: R-farver
BuildRequires: R-labeling
BuildRequires: R-R6
BuildRequires: R-RColorBrewer
BuildRequires: R-viridisLite
BuildRequires: R-magrittr
BuildRequires: R-stringi
BuildRequires: R-brio
BuildRequires: R-callr
BuildRequires: R-desc
BuildRequires: R-digest
BuildRequires: R-evaluate
BuildRequires: R-jsonlite
BuildRequires: R-pkgload
BuildRequires: R-praise
BuildRequires: R-processx
BuildRequires: R-ps
BuildRequires: R-waldo
BuildRequires: R-fs
BuildRequires: R-pkgbuild
BuildRequires: R-rprojroot
BuildRequires: R-diffobj
BuildRequires: R-crayon
%description
Contains the functions to use the econometric methods in the paper
Bryzgalova, Huang, and Julliard (2023) <doi:10.1111/jofi.13197>. In
this package, we provide a novel Bayesian framework for analyzing
linear asset pricing models: simple, robust, and applicable to
high-dimensional problems. For a stand-alone model, we provide
functions including BayesianFM() and BayesianSDF() to deliver reliable
price of risk estimates for both tradable and nontradable factors. For
competing factors and possibly nonnested models, we provide functions
including continuous_ss_sdf(), continuous_ss_sdf_v2(), and
dirac_ss_sdf_pvalue() to analyze high-dimensional models. If you use
this package, please cite the paper. We are thankful to Yunan Ding and
Jingtong Zhang for their research assistance. Any errors or omissions
are the responsibility of the authors.
%prep
%setup -q -c -n %{packname}
# the next line is needed, because we build without --clean in between two packages
rm -rf ~/.R
%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
%fdupes -s %{buildroot}%{rlibdir}
#%%check
#%%{_bindir}/R CMD check %%{packname}
%files
%dir %{rlibdir}/%{packname}
%doc %{rlibdir}/%{packname}/DESCRIPTION
%{rlibdir}/%{packname}/INDEX
%{rlibdir}/%{packname}/Meta
%{rlibdir}/%{packname}/NAMESPACE
%{rlibdir}/%{packname}/R
%{rlibdir}/%{packname}/REFERENCES.bib
%{rlibdir}/%{packname}/data
%doc %{rlibdir}/%{packname}/help
%doc %{rlibdir}/%{packname}/html
%changelog
