File R-ForeComp.spec of Package R-ForeComp
# Automatically generated by CRAN2OBS
#
# Spec file for package ForeComp
# This file is auto-generated using information in the package source,
# esp. Description and Summary. Improvements in that area should be
# discussed with upstream.
#
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%global packname ForeComp
%global rlibdir %{_libdir}/R/library
Name: R-%{packname}
Version: 1.0.0
Release: 0
Summary: Size-Power Tradeoff Visualization for Equal Predictive Ability of Two Forecasts
Group: Development/Libraries/Other
License: GPL (>= 3)
URL: http://cran.r-project.org/web/packages/%{packname}
Source: ForeComp_1.0.0.tar.gz
Requires: R-base
Requires: R-forecast
Requires: R-astsa
Requires: R-ggplot2
Requires: R-rlang
Requires: R-colorspace
Requires: R-fracdiff
Requires: R-generics
Requires: R-lmtest
Requires: R-magrittr
Requires: R-Rcpp
Requires: R-timeDate
Requires: R-urca
Requires: R-withr
Requires: R-zoo
Requires: R-RcppArmadillo
Requires: R-cli
Requires: R-gtable
Requires: R-isoband
Requires: R-lifecycle
Requires: R-S7
Requires: R-scales
Requires: R-vctrs
Requires: R-glue
Requires: R-cpp11
Requires: R-farver
Requires: R-labeling
Requires: R-R6
Requires: R-RColorBrewer
Requires: R-viridisLite
# %%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-forecast
BuildRequires: R-astsa
BuildRequires: R-ggplot2
BuildRequires: R-rlang
BuildRequires: R-colorspace
BuildRequires: R-fracdiff
BuildRequires: R-generics
BuildRequires: R-lmtest
BuildRequires: R-magrittr
BuildRequires: R-Rcpp-devel
BuildRequires: R-timeDate
BuildRequires: R-urca
BuildRequires: R-withr
BuildRequires: R-zoo
BuildRequires: R-RcppArmadillo-devel
BuildRequires: R-cli
BuildRequires: R-gtable
BuildRequires: R-isoband
BuildRequires: R-lifecycle
BuildRequires: R-S7
BuildRequires: R-scales
BuildRequires: R-vctrs
BuildRequires: R-glue
BuildRequires: R-cpp11-devel
BuildRequires: R-farver
BuildRequires: R-labeling
BuildRequires: R-R6
BuildRequires: R-RColorBrewer
BuildRequires: R-viridisLite
Suggests: R-testthat
%description
Offers tools for visualizing and analyzing size and power properties of
tests for equal predictive accuracy, including Diebold-Mariano and
related procedures. Provides multiple Diebold-Mariano test
implementations based on fixed-smoothing approaches, including fixed-b
methods such as Kiefer and Vogelsang (2005)
<doi:10.1017/S0266466605050565>, and applications to tests for equal
predictive accuracy as in Coroneo and Iacone (2020)
<doi:10.1002/jae.2756>, alongside conventional large-sample
approximations. HAR inference involves nonparametric estimation of the
long-run variance, and a key tuning parameter (the truncation
parameter) trades off size and power. Lazarus, Lewis, and Stock (2021)
<doi:10.3982/ECTA15404> theoretically characterize the size-power
frontier for the Gaussian multivariate location model. 'ForeComp'
computes and visualizes the finite-sample size-power frontier of the
Diebold-Mariano test based on fixed-b asymptotics together with the
Bartlett kernel. To compute finite-sample size and power, it fits a
best approximating ARMA process to the input data and reports how the
truncation parameter performs and how robust testing outcomes are to
its choice.
%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
%doc %{rlibdir}/%{packname}/NEWS.md
%{rlibdir}/%{packname}/R
%{rlibdir}/%{packname}/data
%doc %{rlibdir}/%{packname}/help
%doc %{rlibdir}/%{packname}/html
%changelog
