model_performance: Performance of fitted GLMs

In insurancerating: Actuarial Tools for Insurance Pricing Models

Performance of fitted GLMs

Description

Computes model performance indices for one or more fitted GLMs.

Usage

model_performance(...)

Arguments

...	One or more objects of class "glm".

Details

The following indices are reported:

AIC

Akaike's Information Criterion.

BIC

Bayesian Information Criterion.

RMSE

Root mean squared error, computed from observed and predicted values.

This function is adapted from performance::model_performance().

Value

A data frame of class "model_performance", with columns:

Model

Name of the model object as passed to the function.

AIC

AIC value.

BIC

BIC value.

RMSE

Root mean squared error.

Author(s)

Martin Haringa

Examples

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

insurancerating documentation built on July 30, 2026, 5:09 p.m.