Summary of statistics about models

[SixiangHu]

• [ ] degree of freedom
• [x] rmse
• [x] mae
• [ ] auc
• [x] mse
• [ ] AIC(c) /BIC
• [ ] Significant Test (Chisq, F)

[SixiangHu]

modelMea <- function(act,pred){
  #Mean square error
  mse <- function(pred,act){
    mean( (pred-act)^2 , na.rm = TRUE )
  }

  #Mean absolute error
  mae <- function(pred,act)
  {
    mean(abs(act-pred), na.rm = TRUE )
  }

  MM_mse <- as.numeric(as.matrix(unlist(lapply(pred,mse,act=act))))
  MM_mae <- as.numeric(as.matrix(unlist(lapply(pred,mae,act=act))))

  res <- data.frame(MSE = MM_mse,RMSE = sqrt(MM_mse),
                MAE = MM_mae,RMAE = sqrt(MM_mae))
  rownames(res) <- names(pred)
  t(res)
}

[SixiangHu]

Or, just use the resamples function in caret