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

In braverock/factorAnalytics: Factor Analytics for Asset Return Data

summary "pafm" object.

Description

Generic function of summary method for paFm.

Usage

## 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

# load data from the database
data(managers, package = 'PerformanceAnalytics')

# 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)

braverock/factorAnalytics documentation built on March 2, 2024, 11:17 p.m.