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) <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>.

install.packages("mshap")

Try the mshap package in your browser