General
r2() now works for more regression models.r2_bayes() now works for multivariate response models.model_performance() now works for more regression models, and also includes the log-loss, proper scoring rules and percentage of correct predictions as new metric for models with binary outcome.
performance_accuracy(), which calculates the predictive accuracy of linear or logistic regression models.performance_logloss() to compute the log-loss of models with binary outcome. The log-loss is a proper scoring function comparable to the rmse().performance_score() to compute the logarithmic, quadratic and spherical proper scoring rules.performance_pcp() to calculate the percentage of correct predictions for models with binary outcome.performance_roc(), to calculate ROC-curves.performance_aicc(), to calculate the second-order AIC (AICc).
New check-functions
check_collinearity() to calculate the variance inflation factor and check model predictors for multicollinearity.check_outliers() to check models for influential observations.check_heteroscedasticity() to check models for (non-)constant error variance.check_normality() to check models for (non-)normality of residuals.check_autocorrelation() to check models for auto-correlated residuals.check_distribution() to classify the distribution of a model-family using machine learning.
New indices-functions
r2_mckelvey() to compute McKelvey and Zavoinas R2 value.r2_zeroinflated() to compute R2 for zero-inflated (non-mixed) models.r2_xu() as a crude R2 measure for linear (mixed) models.
Breaking changes
model_performance.stanreg() and model_performance.brmsfit() now only return one R2-value and its standard error, instead of different (robust) R2 measures and credible intervals.error_rate() is now integrated in the performance_pcp()-function.
Changes to functions
model_performance.stanreg() and model_performance.brmsfit() now also return the WAIC (widely applicable information criterion).r2_nakagawa() now calculates the full R2 for mixed models with zero-inflation.icc() now returns NULL and no longer stops when no mixed model is provided.compare_performance() now shows the Bayes factor when all compared models are of same class.- Some functions get a
verbose-argument to sow or suppress warnings.
Bug fixes
- Renamed
r2_coxnell() to r2_coxsnell().
- Fix issues in
r2_bayes() and model_performance() for ordinal models resp. models with cumulative link (#48).
compare_performance() did not sort the name-column properly, if the columns class and name were not in the same alphabetical order (#51).