aicc_full_cpp: AICc formula for several sets, alternative definition

In shapr: Prediction Explanation with Dependence-Aware Shapley Values

AICc formula for several sets, alternative definition

Description

AICc formula for several sets, alternative definition

Usage

aicc_full_cpp(h, X_list, mcov_list, S_scale_dist, y_list, negative)

Arguments

h	numeric specifying the scaling (sigma)
X_list	List. Contains matrices with the appropriate features of the training data
mcov_list	List. Contains the covariance matrices of the matrices in X_list
S_scale_dist	Logical. Indicates whether Mahalanobis distance should be scaled with the number of variables.
y_list	List. Contains the appropriate (temporary) response variables.
negative	Logical. Whether to return the negative of the AICc value.

Value

Scalar with the numeric value of the AICc formula

Author(s)

Martin Jullum

shapr documentation built on April 4, 2025, 12:18 a.m.