Compute indices of model performance for (one or more) GLMs.
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()
.
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)
#> # Comparison of Model Performance Indices
#>
#> Model | AIC | BIC | RMSE
#> --------------------------------
#> m1 | 2285.73 | 2297.74 | 0.36
#> m2 | 2285.73 | 2297.74 | 0.36