[Returnanalytics-commits] r2976 - pkg/FactorAnalytics/man

[noreply at r-forge.r-project.org]

Author: chenyian
Date: 2013-09-03 22:16:57 +0200 (Tue, 03 Sep 2013)
New Revision: 2976

Added:
   pkg/FactorAnalytics/man/summary.FM.attribution.Rd
Log:
add summary.FM.attribution.Rd

Added: pkg/FactorAnalytics/man/summary.FM.attribution.Rd
===================================================================
--- pkg/FactorAnalytics/man/summary.FM.attribution.Rd	                        (rev 0)
+++ pkg/FactorAnalytics/man/summary.FM.attribution.Rd	2013-09-03 20:16:57 UTC (rev 2976)
@@ -0,0 +1,29 @@
+\name{summary.FM.attribution}
+\alias{summary.FM.attribution}
+\title{summary FM.attribution object.}
+\usage{
+  \method{summary}{FM.attribution} (fm.attr)
+}
+\arguments{
+  \item{fm.attr}{FM.attribution object created by
+  factorModelPerformanceAttribution.}
+}
+\description{
+  Generic function of summary method for
+  factorModelPerformanceAttribution.
+}
+\examples{
+# load data from the database
+ data(managers.df)
+ # fit the factor model with OLS
+ fit.ts <- fitTimeSeriesFactorModel(assets.names=colnames(managers.df[,(1:6)]),
+                               factors.names=c("EDHEC.LS.EQ","SP500.TR"),
+                               data=managers.df,fit.method="OLS")
+
+  fm.attr <- factorModelPerformanceAttribution(fit.ts)
+  summary(fm.attr)
+}
+\author{
+  Yi-An Chen.
+}
+