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Computes the Shapley Lorenz Zonoid share of a set of covariates

Project description

Installation

Run the following to install:

pip install shapley_lz
from shapley_lz import ShapleyLorenzShare

# Compute Shapley Lorenz Zonoid values:
# model = iml_mode.fit(X_background, y_background)
lorenzshare = ShapleyLorenzShare(model.predict, X_background_data, y_background_data)
lorenzshare.shapleyLorenz_val(X_test, y_test)

Developing Shapley Lorenz Zonoid

To install lorenz_zonoid, along with the tools you need to develop and run tests, run the following in your virtualenv:

$ pip install -e .[dev]

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