get_cov_mat
get_cov_mat(x_train, min_eigen_value = 1e-06)
x_train: Matrix or data.frame/data.table. Contains the data used to estimate the (conditional) distributions for the features needed to properly estimate the conditional expectations in the Shapley formula.min_eigen_value: Numeric Specifies the smallest allowed eigen value before the covariance matrix of x_train is assumed to not be positive definite, and Matrix::nearPD() is used to find the nearest one.Useful links