%global __brp_check_rpaths %{nil}
%global __requires_exclude ^libmpi
%global packname  tvGarchKF
%global packver   0.0.1
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          0.0.1
Release:          1%{?dist}%{?buildtag}
Summary:          Time-Varying Garch Models Through a State-Space Representation

License:          GPL (>= 3)
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-stats 
BuildRequires:    R-CRAN-fGarch 
BuildRequires:    R-graphics 
BuildRequires:    R-CRAN-Rcpp 
Requires:         R-stats 
Requires:         R-CRAN-fGarch 
Requires:         R-graphics 

%description
Estimates the time-varying (tv) parameters of the GARCH(1,1) model,
enabling the modeling of non-stationary volatilities by allowing the model
parameters to change gradually over time. The estimation and prediction
processes are facilitated through the application of the Kalman filter and
state-space equations. This package supports the estimation of tv
parameters for various deterministic functions, which can be identified
through exploratory analysis of different time periods or segments of
return data. The methodology is grounded in the framework presented by
Ferreira et al. (2017) <doi:10.1080/00949655.2017.1334778>.

%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}