prepare_data_gaussian_cpp function

Generate Gaussian MC samples

prepare_data_gaussian_cpp(MC_samples_mat, x_explain_mat, S, mu, cov_mat)

Arguments

• MC_samples_mat: arma::mat. Matrix of dimension (n_MC_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.
• S: arma::mat. Matrix of dimension (n_coalitions, 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 are treated differently.
• mu: arma::vec. Vector of length n_features containing the mean of each feature.
• cov_mat: arma::mat. Matrix of dimension (n_features, n_features) containing the covariance matrix of the features.

Returns

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

Author(s)

Lars Henry Berge Olsen