File R-INFOSET.spec of Package R-INFOSET
# Automatically generated by CRAN2OBS
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# Spec file for package INFOSET
# 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 INFOSET
%global rlibdir %{_libdir}/R/library
Name: R-%{packname}
Version: 4.1
Release: 0
Summary: Computing a New Informative Distribution Set of Asset Returns
Group: Development/Libraries/Other
License: GPL (>= 2)
URL: http://cran.r-project.org/web/packages/%{packname}
Source: INFOSET_4.1.tar.gz
Requires: R-base
Requires: R-colorspace
Requires: R-dendextend
Requires: R-quadprog
Requires: R-mixtools
Requires: R-magrittr
Requires: R-ggplot2
Requires: R-viridis
Requires: R-kernlab
Requires: R-plotly
Requires: R-scales
Requires: R-segmented
Requires: R-cli
Requires: R-gtable
Requires: R-isoband
Requires: R-lifecycle
Requires: R-rlang
Requires: R-S7
Requires: R-vctrs
Requires: R-withr
Requires: R-httr
Requires: R-jsonlite
Requires: R-digest
Requires: R-viridisLite
Requires: R-base64enc
Requires: R-htmltools
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Requires: R-tidyr
Requires: R-RColorBrewer
Requires: R-dplyr
Requires: R-tibble
Requires: R-lazyeval
Requires: R-crosstalk
Requires: R-purrr
Requires: R-data.table
Requires: R-promises
Requires: R-farver
Requires: R-glue
Requires: R-labeling
Requires: R-R6
Requires: R-gridExtra
Requires: R-generics
Requires: R-pillar
Requires: R-tidyselect
Requires: R-fastmap
Requires: R-knitr
Requires: R-rmarkdown
Requires: R-yaml
Requires: R-curl
Requires: R-mime
Requires: R-openssl
Requires: R-later
Requires: R-otel
Requires: R-pkgconfig
Requires: R-stringr
Requires: R-cpp11
Requires: R-evaluate
Requires: R-highr
Requires: R-xfun
Requires: R-Rcpp
Requires: R-askpass
Requires: R-utf8
Requires: R-bslib
Requires: R-fontawesome
Requires: R-jquerylib
Requires: R-tinytex
Requires: R-stringi
Requires: R-sys
Requires: R-cachem
Requires: R-memoise
Requires: R-sass
Requires: R-fs
Requires: R-rappdirs
# %%if 0%%{?sle_version} > 120400 || 0%%{?is_opensuse}
# # Three others commonly needed
# BuildRequires: tex(ae.sty)
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BuildRequires: R-mixtools
BuildRequires: R-magrittr
BuildRequires: R-ggplot2
BuildRequires: R-viridis
BuildRequires: R-kernlab
BuildRequires: R-plotly
BuildRequires: R-scales
BuildRequires: R-segmented
BuildRequires: R-cli
BuildRequires: R-gtable
BuildRequires: R-isoband
BuildRequires: R-lifecycle
BuildRequires: R-rlang
BuildRequires: R-S7
BuildRequires: R-vctrs
BuildRequires: R-withr
BuildRequires: R-httr
BuildRequires: R-jsonlite
BuildRequires: R-digest
BuildRequires: R-viridisLite
BuildRequires: R-base64enc
BuildRequires: R-htmltools
BuildRequires: R-htmlwidgets
BuildRequires: R-tidyr
BuildRequires: R-RColorBrewer
BuildRequires: R-dplyr
BuildRequires: R-tibble
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BuildRequires: R-crosstalk
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BuildRequires: R-jquerylib
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BuildRequires: R-sass
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Suggests: R-knitr
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Suggests: R-testthat
%description
Estimation of the most-left informative set of gross returns (i.e., the
informative set). The procedure to compute the informative set adjusts
the method proposed by Mariani et al. (2022a)
<doi:10.1007/s11205-020-02440-6> and Mariani et al. (2022b)
<doi:10.1007/s10287-022-00422-2> to gross returns of financial assets.
This is accomplished through an adaptive algorithm that identifies
sub-groups of gross returns in each iteration by approximating their
distribution with a sequence of two-component log-normal mixtures.
These sub-groups emerge when a significant change in the distribution
occurs below the median of the financial returns, with their boundary
termed as the “change point" of the mixture. The process concludes when
no further change points are detected. The outcome encompasses
parameters of the leftmost mixture distributions and change points of
the analyzed financial time series. The functionalities of the INFOSET
package include: (i) modelling asset distribution detecting the
parameters which describe left tail behaviour (infoset function), (ii)
clustering, (iii) labeling of the financial series for predictive and
classification purposes through a Left Risk measure based on the first
change point (LR_cp function) (iv) portfolio construction
(ptf_construction function). The package also provide a specific
function to construct rolling windows of different length size and
overlapping time.
%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}/data
%doc %{rlibdir}/%{packname}/doc
%doc %{rlibdir}/%{packname}/help
%doc %{rlibdir}/%{packname}/html
%changelog
