model_performance: Performance of fitted GLMs

In insurancerating: Analytic Insurance Rating Techniques

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, see stats::AIC()

• BIC Bayesian Information Criterion, see stats::BIC()

• RMSE Root mean squared error, rmse()

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)

insurancerating documentation built on Dec. 28, 2022, 2:53 a.m.