summary.pafm: summary '"pafm"' object.

Description Usage Arguments Author(s) Examples

Description

Generic function of summary method for paFm.

Usage

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

Arguments

object

"pafm" object created by paFm.

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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# load data from the database
data(managers)
# fit the factor model with LS
fit.ts <- fitTsfm(asset.names=colnames(managers[,(1:6)]),
                  factor.names=c("EDHEC.LS.EQ","SP500.TR"),
                  data=managers)

fm.attr <- paFm(fit.ts)
summary(fm.attr)

arorar/FactorAnalytics documentation built on May 10, 2019, 1:47 p.m.