R/summary.pafm.r

In sangeeuw/factorAnalytics: Factor Analytics

#' summary \code{"pafm"} object.
#' 
#' Generic function of summary method for \code{paFm}.
#' 
#' @param object \code{"pafm"} object created by
#' \code{paFm}.
#' @param digits integer indicating the number of decimal places. Default is 3.
#' @param ...  Other arguments for \code{print} methods.
#' 
#' @author Yi-An Chen.
#' 
#' @examples
#' # 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)
#' 
#' @method summary pafm  
#' @export   

summary.pafm <- function(object, digits=max(3, .Options$digits - 3), ...) {
  
  #   n <- dim(fm.attr[[1]])[1]
  #   k <- dim(fm.attr[[1]])[2]+1 
  # table.mat <- matrix(rep(NA,n*k*2),ncol=n)
  
  cat("\nMean of returns attributed to factors \n")
  print(sapply(object[[3]], function(x) apply(x,2,mean)), digits=digits, ...)
  cat("\nStandard Deviation of returns attributed to factors \n")
  print(sapply(object[[3]], function(x) apply(x,2,sd)), digits=digits, ...)  
}