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