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) .


Reference manual

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0.1.0 by Spencer Matthews, 2 months ago

Browse source code at

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