model_performance {insurancerating}R Documentation

Performance of fitted GLMs

Description

Compute indices of model performance for (one or more) GLMs.

Usage

model_performance(...)

Arguments

...

One or more objects of class glm.

Details

The following indices are computed:

AIC

Akaike's Information Criterion

BIC

Bayesian Information Criterion

RMSE

Root mean squared error

Adopted from performance::model_performance().

Value

data frame

Author(s)

Martin Haringa

Examples

m1 <- glm(nclaims ~ area, offset = log(exposure), family = poisson(),
          data = MTPL2)
m2 <- glm(nclaims ~ area, offset = log(exposure), family = poisson(),
          data = MTPL2)
model_performance(m1, m2)


[Package insurancerating version 0.7.3 Index]