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

Description Usage Arguments Author(s) Examples

Generic function of summary method for factorModelPerformanceAttribution.

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  ## S3 method for class 'FM.attribution'
 summary(fm.attr,
    digits = max(3, .Options$digits - 3), ...)

`fm.attr`	FM.attribution object created by `factorModelPerformanceAttribution`.
`digits`	integer indicating the number of decimal places. Default is 3.
`...`	Other arguments for `print` methods.

Yi-An Chen.

# 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)
  summary(fm.attr)