prepare_data_copula_cpp: Generate (Gaussian) Copula MC samples

In NorskRegnesentral/shapr: Prediction Explanation with Dependence-Aware Shapley Values

Generate (Gaussian) Copula MC samples

Description

Generate (Gaussian) Copula MC samples

Usage

prepare_data_copula_cpp(
  MC_samples_mat,
  x_explain_mat,
  x_explain_gaussian_mat,
  x_train_mat,
  S,
  mu,
  cov_mat
)

Arguments

MC_samples_mat	arma::mat. Matrix of dimension (n_samples, n_features) containing samples from the univariate standard normal.
x_explain_mat	arma::mat. Matrix of dimension (n_explain, n_features) containing the observations to explain on the original scale.
x_explain_gaussian_mat	arma::mat. Matrix of dimension (n_explain, n_features) containing the observations to explain after being transformed using the Gaussian transform, i.e., the samples have been transformed to a standardized normal distribution.
x_train_mat	arma::mat. Matrix of dimension (n_train, n_features) containing the training observations.
S	arma::mat. Matrix of dimension (n_combinations, n_features) containing binary representations of the used coalitions. S cannot contain the empty or grand coalition, i.e., a row containing only zeros or ones. This is not a problem internally in shapr as the empty and grand coalitions treated differently.
mu	arma::vec. Vector of length n_features containing the mean of each feature after being transformed using the Gaussian transform, i.e., the samples have been transformed to a standardized normal distribution.
cov_mat	arma::mat. Matrix of dimension (n_features, n_features) containing the pairwise covariance between all pairs of features after being transformed using the Gaussian transform, i.e., the samples have been transformed to a standardized normal distribution.

Value

An arma::cube/3D array of dimension (n_samples, n_explain * n_coalitions, n_features), where the columns (,j,) are matrices of dimension (n_samples, n_features) containing the conditional Gaussian copula MC samples for each explicand and coalition on the original scale.

Author(s)

Lars Henry Berge Olsen

NorskRegnesentral/shapr documentation built on April 19, 2024, 1:19 p.m.