%global __brp_check_rpaths %{nil} %global packname midasml %global packver 0.1.10 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 0.1.10 Release: 1%{?dist}%{?buildtag} Summary: Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data License: GPL (>= 2) URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.5.0 Requires: R-core >= 3.5.0 BuildRequires: R-CRAN-Matrix BuildRequires: R-CRAN-doRNG BuildRequires: R-CRAN-doParallel BuildRequires: R-CRAN-foreach BuildRequires: R-graphics BuildRequires: R-CRAN-randtoolbox BuildRequires: R-CRAN-snow BuildRequires: R-methods BuildRequires: R-CRAN-lubridate BuildRequires: R-stats Requires: R-CRAN-Matrix Requires: R-CRAN-doRNG Requires: R-CRAN-doParallel Requires: R-CRAN-foreach Requires: R-graphics Requires: R-CRAN-randtoolbox Requires: R-CRAN-snow Requires: R-methods Requires: R-CRAN-lubridate Requires: R-stats %description The 'midasml' package implements estimation and prediction methods for high-dimensional mixed-frequency (MIDAS) time-series and panel data regression models. The regularized MIDAS models are estimated using orthogonal (e.g. Legendre) polynomials and sparse-group LASSO (sg-LASSO) estimator. For more information on the 'midasml' approach see Babii, Ghysels, and Striaukas (2021, JBES forthcoming) . The package is equipped with the fast implementation of the sg-LASSO estimator by means of proximal block coordinate descent. High-dimensional mixed frequency time-series data can also be easily manipulated with functions provided in the package. %prep %setup -q -c -n %{packname} # fix end of executable files find -type f -executable -exec grep -Iq . {} \; -exec sed -i -e '$a\' {} \; # prevent binary stripping [ -d %{packname}/src ] && find %{packname}/src -type f -exec \ sed -i 's@/usr/bin/strip@/usr/bin/true@g' {} \; || true [ -d %{packname}/src ] && find %{packname}/src/Make* -type f -exec \ sed -i 's@-g0@@g' {} \; || true # don't allow local prefix in executable scripts find -type f -executable -exec sed -Ei 's@#!( )*/usr/local/bin@#!/usr/bin@g' {} \; %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 # remove buildroot from installed files find %{buildroot}%{rlibdir} -type f -exec sed -i "s@%{buildroot}@@g" {} \; %files %{rlibdir}/%{packname}