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mshap: Multiplicative SHAP Values for Two-Part Models

Allows for the computation of mSHAP values on two-part models as proposed by Matthews, S. and Hartman, B. (2021) <doi:10.48550/arXiv.2106.08990>. Also contains functions for simple plotting of the results (or any SHAP values). For information about the TreeSHAP algorithm that mSHAP builds on, see Lundberg, S.M., Erion, G., Chen, H., DeGrave, A., Prutkin, J.M., Nair, B., Katz, R., Himmelfarb, J., Bansal, N., Lee, S.I. (2020) <doi:10.1038/s42256-019-0138-9>.

Version: 0.1.0
Depends: R (≥ 2.10)
Imports: magrittr (≥ 1.5), purrr (≥ 0.3.4), dplyr (≥ 1.0.4), forcats, stringr, ggplot2, ggbeeswarm, rlang, tidyr, tidyselect
Suggests: rmarkdown, knitr, insuranceData, reticulate, caret, testthat (≥ 3.0.0), covr
Published: 2021-06-17
DOI: 10.32614/CRAN.package.mshap
Author: Spencer Matthews [aut, cre]
Maintainer: Spencer Matthews <srmatthews98 at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README NEWS
CRAN checks: mshap results

Documentation:

Reference manual: mshap.pdf
Vignettes: mSHAP
mshap_plots

Downloads:

Package source: mshap_0.1.0.tar.gz
Windows binaries: r-devel: mshap_0.1.0.zip, r-release: mshap_0.1.0.zip, r-oldrel: mshap_0.1.0.zip
macOS binaries: r-release (arm64): mshap_0.1.0.tgz, r-oldrel (arm64): mshap_0.1.0.tgz, r-release (x86_64): mshap_0.1.0.tgz, r-oldrel (x86_64): mshap_0.1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.