summary.FundamentalFactorModel: summary FundamentalFactorModel object

In R-Finance/FactorAnalytics: factor analysis

Description

Generic function of summary method for fitFundamentalFactorModel.

Usage

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

Arguments

object	An 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

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)

summary(test.fit)

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