summary-methods: Factor performance summary
In bautheac/factorem: factor'em!
Description
Usage
Arguments
Value
Description
Factor performance summary method. Returns factor returns
by month and year.
Usage
1
2
3
4
Arguments
object
an S4 object of class AssetPricingFactor.
leg
a character vector. 'long', 'short' and 'factor' display
the returns for the long, short and the factor itself respectively.
Defaults to 'factor'.
Value
A data.frame with months as colums and years as rows.
Column total shows the cumulated return for the corresponding year.
bautheac/factorem documentation built on June 7, 2021, 12:11 p.m.
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Description Usage Arguments Value
Description
Factor performance summary method. Returns factor returns by month and year.
Usage
1 2 3 4 |
Arguments
object |
an S4 object of class AssetPricingFactor. |
leg |
a character vector. 'long', 'short' and 'factor' display the returns for the long, short and the factor itself respectively. Defaults to 'factor'. |
Value
A data.frame with months as colums and years as rows.
Column total shows the cumulated return for the corresponding year.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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