File R-bmgarch.spec of Package R-bmgarch
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# Spec file for package bmgarch
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# esp. Description and Summary. Improvements in that area should be
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%global packname bmgarch
%global rlibdir %{_libdir}/R/library
Name: R-%{packname}
Version: 2.0.0
Release: 0
Summary: Bayesian Multivariate GARCH Models
Group: Development/Libraries/Other
License: GPL (>= 3)
URL: http://cran.r-project.org/web/packages/%{packname}
Source: bmgarch_2.0.0.tar.gz
Requires: R-base
Requires: R-Rcpp
Requires: R-forecast
Requires: R-ggplot2
Requires: R-loo
Requires: R-Rdpack
Requires: R-rstan
Requires: R-rstantools
Requires: R-BH
Requires: R-RcppParallel
Requires: R-RcppEigen
Requires: R-StanHeaders
Requires: R-colorspace
Requires: R-fracdiff
Requires: R-generics
Requires: R-lmtest
Requires: R-magrittr
Requires: R-timeDate
Requires: R-tseries
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-rlang
Requires: R-S7
Requires: R-scales
Requires: R-vctrs
Requires: R-checkmate
Requires: R-matrixStats
Requires: R-posterior
Requires: R-rbibutils
Requires: R-inline
Requires: R-gridExtra
Requires: R-pkgbuild
Requires: R-QuickJSR
Requires: R-desc
Requires: R-backports
Requires: R-R6
Requires: R-glue
Requires: R-callr
Requires: R-processx
Requires: R-abind
Requires: R-tibble
Requires: R-tensorA
Requires: R-pillar
Requires: R-distributional
Requires: R-farver
Requires: R-labeling
Requires: R-RColorBrewer
Requires: R-viridisLite
Requires: R-quadprog
Requires: R-quantmod
Requires: R-jsonlite
Requires: R-numDeriv
Requires: R-utf8
Requires: R-ps
Requires: R-xts
Requires: R-TTR
Requires: R-curl
Requires: R-pkgconfig
# %%if 0%%{?sle_version} > 120400 || 0%%{?is_opensuse}
# # Three others commonly needed
# BuildRequires: tex(ae.sty)
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# BuildRequires: tex(inconsolata.sty)
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# %else
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# %endif
# BuildRequires: texinfo
BuildRequires: fdupes
BuildRequires: R-base
BuildRequires: R-Rcpp-devel
BuildRequires: R-forecast
BuildRequires: R-ggplot2
BuildRequires: R-loo
BuildRequires: R-Rdpack
BuildRequires: R-rstan-devel
BuildRequires: R-rstantools
BuildRequires: R-BH-devel
BuildRequires: R-RcppParallel-devel
BuildRequires: R-RcppEigen-devel
BuildRequires: R-StanHeaders-devel
BuildRequires: R-colorspace
BuildRequires: R-fracdiff
BuildRequires: R-generics
BuildRequires: R-lmtest
BuildRequires: R-magrittr
BuildRequires: R-timeDate
BuildRequires: R-tseries
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-rlang
BuildRequires: R-S7
BuildRequires: R-scales
BuildRequires: R-vctrs
BuildRequires: R-checkmate
BuildRequires: R-matrixStats
BuildRequires: R-posterior
BuildRequires: R-rbibutils
BuildRequires: R-inline
BuildRequires: R-gridExtra
BuildRequires: R-pkgbuild
BuildRequires: R-QuickJSR-devel
BuildRequires: R-desc
BuildRequires: R-backports
BuildRequires: R-R6
BuildRequires: R-glue
BuildRequires: R-callr
BuildRequires: R-processx
BuildRequires: R-abind
BuildRequires: R-tibble
BuildRequires: R-tensorA
BuildRequires: R-pillar
BuildRequires: R-distributional
BuildRequires: R-farver
BuildRequires: R-labeling
BuildRequires: R-RColorBrewer
BuildRequires: R-viridisLite
BuildRequires: R-quadprog
BuildRequires: R-quantmod
BuildRequires: R-jsonlite
BuildRequires: R-numDeriv
BuildRequires: R-utf8
BuildRequires: R-ps
BuildRequires: R-xts
BuildRequires: R-TTR
BuildRequires: R-curl
BuildRequires: R-pkgconfig
BuildRequires: gcc gcc-c++ gcc-fortran
Suggests: R-testthat
%description
Fit Bayesian multivariate GARCH models using 'Stan' for full Bayesian
inference. Generate (weighted) forecasts for means, variances
(volatility) and correlations. Currently DCC(P,Q), CCC(P,Q),
pdBEKK(P,Q), and BEKK(P,Q) parameterizations are implemented, based
either on a multivariate gaussian normal or student-t distribution. DCC
and CCC models are based on Engle (2002)
<doi:10.1198/073500102288618487> and Bollerslev (1990). The BEKK
parameterization follows Engle and Kroner (1995)
<doi:10.1017/S0266466600009063> while the pdBEKK as well as the
estimation approach for this package is described in Rast et al. (2020)
<doi:10.31234/osf.io/j57pk>. The fitted models contain 'rstan' objects
and can be examined with 'rstan' functions.
%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}/REFERENCES.bib
%{rlibdir}/%{packname}/auto
%{rlibdir}/%{packname}/data
%doc %{rlibdir}/%{packname}/help
%doc %{rlibdir}/%{packname}/html
%{rlibdir}/%{packname}/include
%{rlibdir}/%{packname}/libs
%{rlibdir}/%{packname}/stan
%changelog
