print.FM.attribution: Print FM.attribution object.
In R-Finance/FactorAnalytics: factor analysis

Description Usage Arguments Author(s) Examples

Generic function of print method for factorModelPerformanceAttribution.

1 2	## S3 method for class 'FM.attribution' print(fm.attr)

fm.attr

FM.attribution object created by factorModelPerformanceAttribution.

Yi-An Chen.

## Not run: 
# load data from the database
 data(managers.df)
 # fit the factor model with OLS
 fit.ts <- fitTimeSeriesFactorModel(assets.names=colnames(managers.df[,(1:6)]),
                               factors.names=c("EDHEC.LS.EQ","SP500.TR"),
                               data=managers.df,fit.method="OLS")

  fm.attr <- factorModelPerformanceAttribution(fit.ts)
  print(fm.attr)
  
## End(Not run)