%global __brp_check_rpaths %{nil}
%global __requires_exclude ^libmpi
%global packname  fEGarch
%global packver   1.0.1
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          1.0.1
Release:          1%{?dist}%{?buildtag}
Summary:          SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

License:          GPL-3
URL:              https://cran.r-project.org/package=%{packname}
Source0:          %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz


BuildRequires:    R-devel >= 3.5
Requires:         R-core >= 3.5
BuildRequires:    R-CRAN-Rcpp >= 1.0.9
BuildRequires:    R-methods 
BuildRequires:    R-CRAN-Rsolnp 
BuildRequires:    R-CRAN-smoots 
BuildRequires:    R-CRAN-esemifar 
BuildRequires:    R-CRAN-zoo 
BuildRequires:    R-stats 
BuildRequires:    R-utils 
BuildRequires:    R-CRAN-rugarch 
BuildRequires:    R-CRAN-future 
BuildRequires:    R-CRAN-furrr 
BuildRequires:    R-CRAN-rlang 
BuildRequires:    R-CRAN-ggplot2 
BuildRequires:    R-CRAN-magrittr 
BuildRequires:    R-CRAN-cli 
BuildRequires:    R-CRAN-numDeriv 
BuildRequires:    R-CRAN-RcppArmadillo 
Requires:         R-CRAN-Rcpp >= 1.0.9
Requires:         R-methods 
Requires:         R-CRAN-Rsolnp 
Requires:         R-CRAN-smoots 
Requires:         R-CRAN-esemifar 
Requires:         R-CRAN-zoo 
Requires:         R-stats 
Requires:         R-utils 
Requires:         R-CRAN-rugarch 
Requires:         R-CRAN-future 
Requires:         R-CRAN-furrr 
Requires:         R-CRAN-rlang 
Requires:         R-CRAN-ggplot2 
Requires:         R-CRAN-magrittr 
Requires:         R-CRAN-cli 
Requires:         R-CRAN-numDeriv 

%description
Implement and fit a variety of short-memory (SM) and long-memory (LM)
models from a very broad family of exponential generalized autoregressive
conditional heteroskedasticity (EGARCH) models, such as a MEGARCH
(modified EGARCH), FIEGARCH (fractionally integrated EGARCH), FIMLog-GARCH
(fractionally integrated modulus Log-GARCH), and more. The FIMLog-GARCH as
part of the EGARCH family is discussed in Feng et al. (2023)
<https://econpapers.repec.org/paper/pdnciepap/156.htm>. For convenience
and the purpose of comparison, a variety of other popular SM and LM
GARCH-type models, like an APARCH model, a fractionally integrated APARCH
(FIAPARCH) model, standard GARCH and fractionally integrated GARCH
(FIGARCH) models, GJR-GARCH and FIGJR-GARCH models, TGARCH and FITGARCH
models, are implemented as well as dual models with simultaneous modelling
of the mean, including dual long-memory models with a fractionally
integrated autoregressive moving average (FARIMA) model in the mean and a
long-memory model in the variance, and semiparametric volatility model
extensions. Parametric models and parametric model parts are fitted
through quasi-maximum-likelihood estimation. Furthermore, common
forecasting and backtesting functions for value-at-risk (VaR) and expected
shortfall (ES) based on the package's models are provided.

%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}