File R-dccmidas.spec of Package R-dccmidas
# Automatically generated by CRAN2OBS
#
# Spec file for package dccmidas
# 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 dccmidas
%global rlibdir %{_libdir}/R/library
Name: R-%{packname}
Version: 0.1.2
Release: 0
Summary: DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models
Group: Development/Libraries/Other
License: GPL-3
URL: http://cran.r-project.org/web/packages/%{packname}
Source: dccmidas_0.1.2.tar.gz
Requires: R-base
Requires: R-maxLik
Requires: R-rumidas
Requires: R-rugarch
Requires: R-roll
Requires: R-xts
Requires: R-Rdpack
Requires: R-zoo
Requires: R-Rcpp
Requires: R-RcppArmadillo
Requires: R-miscTools
Requires: R-sandwich
Requires: R-generics
Requires: R-rbibutils
Requires: R-RcppParallel
Requires: R-Rsolnp
Requires: R-ks
Requires: R-numDeriv
Requires: R-spd
Requires: R-chron
Requires: R-SkewHyperbolic
Requires: R-fracdiff
Requires: R-nloptr
Requires: R-tseries
Requires: R-lubridate
Requires: R-FNN
Requires: R-kernlab
Requires: R-mclust
Requires: R-multicool
Requires: R-mvtnorm
Requires: R-pracma
Requires: R-timechange
Requires: R-digest
Requires: R-truncnorm
Requires: R-DistributionUtils
Requires: R-GeneralizedHyperbolic
Requires: R-quadprog
Requires: R-quantmod
Requires: R-jsonlite
Requires: R-TTR
Requires: R-curl
Requires: R-cpp11
# %%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-maxLik
BuildRequires: R-rumidas
BuildRequires: R-rugarch
BuildRequires: R-roll
BuildRequires: R-xts
BuildRequires: R-Rdpack
BuildRequires: R-zoo
BuildRequires: R-Rcpp-devel
BuildRequires: R-RcppArmadillo-devel
BuildRequires: R-miscTools
BuildRequires: R-sandwich
BuildRequires: R-generics
BuildRequires: R-rbibutils
BuildRequires: R-RcppParallel-devel
BuildRequires: R-Rsolnp
BuildRequires: R-ks
BuildRequires: R-numDeriv
BuildRequires: R-spd
BuildRequires: R-chron
BuildRequires: R-SkewHyperbolic
BuildRequires: R-fracdiff
BuildRequires: R-nloptr
BuildRequires: R-tseries
BuildRequires: R-lubridate
BuildRequires: R-FNN
BuildRequires: R-kernlab
BuildRequires: R-mclust
BuildRequires: R-multicool
BuildRequires: R-mvtnorm
BuildRequires: R-pracma
BuildRequires: R-timechange
BuildRequires: R-digest
BuildRequires: R-truncnorm
BuildRequires: R-DistributionUtils
BuildRequires: R-GeneralizedHyperbolic
BuildRequires: R-quadprog
BuildRequires: R-quantmod
BuildRequires: R-jsonlite
BuildRequires: R-TTR
BuildRequires: R-curl
BuildRequires: R-cpp11-devel
BuildRequires: gcc gcc-c++ gcc-fortran
Suggests: R-knitr
Suggests: R-rmarkdown
%description
Estimates a variety of Dynamic Conditional Correlation (DCC) models.
More in detail, the 'dccmidas' package allows the estimation of the
corrected DCC (cDCC) of Aielli (2013)
<doi:10.1080/07350015.2013.771027>, the DCC-MIDAS of Colacito et al.
(2011) <doi:10.1016/j.jeconom.2011.02.013>, the Asymmetric DCC of
Cappiello et al. <doi:10.1093/jjfinec/nbl005>, and the Dynamic
Equicorrelation (DECO) of Engle and Kelly (2012)
<doi:10.1080/07350015.2011.652048>. 'dccmidas' offers the possibility
of including standard GARCH <doi:10.1016/0304-4076(86)90063-1>,
GARCH-MIDAS <doi:10.1162/REST_a_00300> and Double Asymmetric
GARCH-MIDAS <doi:10.1016/j.econmod.2018.07.025> models in the
univariate estimation. Moreover, also the scalar and diagonal BEKK
<doi:10.1017/S0266466600009063> models can be estimated. Finally, the
package calculates also the var-cov matrix under two non-parametric
models: the Moving Covariance and the RiskMetrics specifications.
%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}
%{rlibdir}/%{packname}/CITATION
%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}/data
%doc %{rlibdir}/%{packname}/help
%doc %{rlibdir}/%{packname}/html
%{rlibdir}/%{packname}/libs
%changelog
