facmodTS (version 1.0)

summary.pafm: summary "pafm" object.

Description

Generic function of summary method for paFm.

Usage

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

Value

Returns an object of class summary.pafm. The print method for class summary.pafm outputs the means of the specific returns of the factors.

Arguments

object

"pafm" object created by paFm.

digits

integer indicating the number of decimal places. Default is 3.

...

Other arguments for print methods.

Author

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)