Plot Shapley interaction indices

Usage

plot_int_Shapley_inter(
  x,
  abbrev = 10,
  title = NULL,
  legend = TRUE,
  text_size = 22
)

Arguments

x: A \(p \times p\) matrix containing the Shapley interaction indices of a single observation.
abbrev: Integer. If abbrev.var \(> 0\), variable names are abbreviated using abbreviate with minlenght = abrev.
title: Character. Title of the plot.
legend: Logical. If TRUE (default), a legend is plotted.
text_size: Integer. Size of the text in the plot

Value

Returns a figure consisting of two panels. The right panel shows the Shapley values, and the left panel the Shapley interaction indices.

References

Adapted from package ShapleyOutlier (https://CRAN.R-project.org/package=ShapleyOutlier).

Examples

# Create intData object
data(creditcard)
credit_card_int <- creditcard$intData

# Estimate the mean and covariance matrix
credit_card_IMCD <- IMCD(credit_card_int, 
                         m = floor(nrow(credit_card_int)*0.75), 
                         cutoff = "farness", 
                         cutoff_lvl = 0.9)

# Compute Shapley interaction indices
credit_card_shap_inter <- int_Shapley_interaction(credit_card_int, 
                                                  mean_c = credit_card_IMCD$mean_IMCD_c, 
                                                  mean_r = credit_card_IMCD$mean_IMCD_r, 
                                                  cov = credit_card_IMCD$cov_IMCD)

# Plot Shapley interaction for 1st observation
plot_int_Shapley_inter(credit_card_shap_inter[[1]])