print.FundamentalFactorModel: print FundamentalFactorModel object

Description Usage Arguments Author(s) Examples

Description

Generic function of print method for fitFundamentalFactorModel.

Usage

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  ## S3 method for class 'FundamentalFactorModel'
 print(x,
    digits = max(3, .Options$digits - 3), ...)

Arguments

x

Fit object created by fitFundamentalFactorModel.

digits

Integer indicating the number of decimal places. Default is 3.

...

Other arguments for print methods.

Author(s)

Yi-An Chen.

Examples

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data(Stock.df)
# there are 447 assets
exposure.names <- c("BOOK2MARKET", "LOG.MARKETCAP")
test.fit <- fitFundamentalFactorModel(data=stock,exposure.names=exposure.names,
                                       datevar = "DATE", returnsvar = "RETURN",
                                       assetvar = "TICKER", wls = TRUE,
                                       regression = "classic",
                                       covariance = "classic", full.resid.cov = TRUE,
                                       robust.scale = TRUE)

print(test.fit)

R-Finance/FactorAnalytics documentation built on May 8, 2019, 3:51 a.m.