summary.StatFactorModel: summary method for StatFactorModel object.

In R-Finance/FactorAnalytics: factor analysis

Description

Generic function of summary method for fitStatisticalFactorModel.

Usage

  ## S3 method for class 'StatFactorModel'
 summary(object, digits = 3,
    ...)

Arguments

object	An Object created by fitStatisticalFactorModel.
digits	Integer indicates the number of decimal places. Default is 3.
...	other option used in print method.

Author(s)

Yi-An Chen.

Examples

# load data from the database
data(stat.fm.data)
# fit the factor model with OLS
fit <- fitStatisticalFactorModel(sfm.dat,k=2)
summary(fit)

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