%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname exdqlm %global packver 1.1.2 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 1.1.2 Release: 1%{?dist}%{?buildtag} Summary: Extended Dynamic Quantile Linear Models License: MIT + file LICENSE 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-stats BuildRequires: R-methods BuildRequires: R-graphics BuildRequires: R-CRAN-coda BuildRequires: R-CRAN-tictoc BuildRequires: R-CRAN-magic BuildRequires: R-CRAN-crch BuildRequires: R-CRAN-truncnorm BuildRequires: R-CRAN-LaplacesDemon BuildRequires: R-grDevices BuildRequires: R-CRAN-Rcpp BuildRequires: R-CRAN-matrixStats BuildRequires: R-CRAN-nimble BuildRequires: R-CRAN-numDeriv BuildRequires: R-CRAN-BH BuildRequires: R-CRAN-RcppArmadillo BuildRequires: R-CRAN-RcppEigen Requires: R-stats Requires: R-methods Requires: R-graphics Requires: R-CRAN-coda Requires: R-CRAN-tictoc Requires: R-CRAN-magic Requires: R-CRAN-crch Requires: R-CRAN-truncnorm Requires: R-CRAN-LaplacesDemon Requires: R-grDevices Requires: R-CRAN-Rcpp Requires: R-CRAN-matrixStats Requires: R-CRAN-nimble Requires: R-CRAN-numDeriv %description Bayesian quantile-regression routines for dynamic state-space models and static regression under the extended asymmetric Laplace (exAL) error distribution. The dynamic state-space models are extended dynamic quantile linear models (exDQLMs). The package combines dynamic exDQLM inference via Laplace-delta variational Bayes (LDVB), Markov chain Monte Carlo (MCMC), and legacy importance-sampling variational Bayes (ISVB) with static exAL regression via LDVB and MCMC, reduced asymmetric Laplace/dynamic quantile linear model (AL/DQLM) paths through fixed skewness, component builders for trend/seasonality/regression blocks, static shrinkage priors including ridge, regularized horseshoe, and 'rhs_ns', evidence lower bound (ELBO) diagnostics, optional C++ accelerators, and posterior predictive synthesis across separately fitted quantiles through 'quantileSynthesis()'. Dynamic exDQLM methods are described in Barata et al. (2020) . %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}