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) . 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) .


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install.packages("mshap")

0.1.0 by Spencer Matthews, 2 months ago


Browse source code at https://github.com/cran/mshap


Authors: Spencer Matthews [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports magrittr, purrr, dplyr, forcats, stringr, ggplot2, ggbeeswarm, rlang, tidyr, tidyselect

Suggests rmarkdown, knitr, insuranceData, reticulate, caret, testthat, covr


See at CRAN