pa (version 1.0)

regression-class: Class "regression"

Description

Class "regression" holds the results of an original portfolio, its benchmark, and the results of regression analysis of a single-period portfolio.

Examples

## Single-period regression analysis

data(jan)

r1 <-regress(x = jan, date.var = "date", ret.var = "return", reg.var = c("sector",
"value", "growth"), benchmark.weight = "benchmark", portfolio.weight =
"portfolio")

summary(r1)